QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
instruments
doublebarriertype.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2015 Thema Consulting SA
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file doublebarriertype.hpp
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\brief Double Barrier type
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*/
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#ifndef quantlib_double_barrier_type_hpp
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#define quantlib_double_barrier_type_hpp
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#include <
ql/qldefines.hpp
>
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#include <ostream>
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namespace
QuantLib
{
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//! Placeholder for enumerated barrier types
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struct
DoubleBarrier
{
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enum
Type
{
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KnockIn
,
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KnockOut
,
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KIKO
,
//! lower barrier KI, upper KO
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KOKI
//! lower barrier KO, upper KI
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};
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};
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std::ostream&
operator<<
(std::ostream& out,
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DoubleBarrier::Type
type);
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}
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#endif
QuantLib
Definition:
any.hpp:35
QuantLib::operator<<
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
Definition:
conundrumpricer.hpp:183
qldefines.hpp
Global definitions and compiler switches.
QuantLib::DoubleBarrier
Placeholder for enumerated barrier types.
Definition:
doublebarriertype.hpp:33
QuantLib::DoubleBarrier::Type
Type
Definition:
doublebarriertype.hpp:34
QuantLib::DoubleBarrier::KIKO
@ KIKO
Definition:
doublebarriertype.hpp:37
QuantLib::DoubleBarrier::KnockIn
@ KnockIn
Definition:
doublebarriertype.hpp:35
QuantLib::DoubleBarrier::KnockOut
@ KnockOut
Definition:
doublebarriertype.hpp:36
QuantLib::DoubleBarrier::KOKI
@ KOKI
lower barrier KI, upper KO
Definition:
doublebarriertype.hpp:38
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