24#ifndef quantlib_quanto_barrier_option_hpp
25#define quantlib_quanto_barrier_option_hpp
27#include <ql/instruments/quantovanillaoption.hpp>
28#include <ql/instruments/barrieroption.hpp>
42 const ext::shared_ptr<StrikedTypePayoff>&
payoff,
43 const ext::shared_ptr<Exercise>&
exercise
Arguments for barrier option calculation
Barrier option on a single asset.
ext::shared_ptr< Payoff > payoff() const
ext::shared_ptr< Exercise > exercise() const
Quanto version of a barrier option.
BarrierOption::arguments arguments
void setupExpired() const override
QuantoOptionResults< BarrierOption::results > results
void fetchResults(const PricingEngine::results *) const override
Results from quanto option calculation