partialtimebarrieroption.hpp File Reference

Partial-time barrier option. More...

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>

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Classes
struct	PartialBarrier
class	PartialTimeBarrierOption
class	PartialTimeBarrierOption::arguments
	Arguments for barrier option calculation More...
class	PartialTimeBarrierOption::engine
	Partial-Time-Barrier-Option engine base class More...

Namespaces
namespace	QuantLib

Detailed Description

Partial-time barrier option.

Definition in file partialtimebarrieroption.hpp.