QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | List of all members
DoubleBarrier Struct Reference

Placeholder for enumerated barrier types. More...

#include <doublebarriertype.hpp>

+ Collaboration diagram for DoubleBarrier:

Public Types

enum  Type { KnockIn , KnockOut , KIKO , KOKI }
 

Detailed Description

Placeholder for enumerated barrier types.

Definition at line 33 of file doublebarriertype.hpp.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
KnockIn 
KnockOut 
KIKO 
KOKI 

lower barrier KI, upper KO

lower barrier KO, upper KI

Definition at line 34 of file doublebarriertype.hpp.