QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Types | List of all members
DoubleBarrier Struct Reference

Placeholder for enumerated barrier types. More...

#include <ql/instruments/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.