24#ifndef quantlib_partial_time_barrier_option_hpp
25#define quantlib_partial_time_barrier_option_hpp
27#include <ql/instruments/oneassetoption.hpp>
28#include <ql/instruments/barriertype.hpp>
29#include <ql/instruments/payoffs.hpp>
33 class GeneralizedBlackScholesProcess;
48 const ext::shared_ptr<StrikedTypePayoff>&
payoff,
49 const ext::shared_ptr<Exercise>&
exercise);
76 PartialTimeBarrierOption::results> {
template base class for option pricing engines
Base class for options on a single asset.
ext::shared_ptr< Payoff > payoff() const
ext::shared_ptr< Exercise > exercise() const
Arguments for barrier option calculation
PartialBarrier::Range barrierRange
PartialBarrier::Type barrierType
void validate() const override
Partial-Time-Barrier-Option engine base class
PartialBarrier::Type barrierType_
void setupArguments(PricingEngine::arguments *) const override
PartialBarrier::Range barrierRange_
Placeholder for enumerated barrier types.