QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
barrieroption.hpp File Reference

Barrier option on a single asset. More...

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

Go to the source code of this file.

Classes

class  BarrierOption
 Barrier option on a single asset. More...
 
class  BarrierOption::arguments
 Arguments for barrier option calculation More...
 
class  BarrierOption::engine
 Barrier-option engine base class More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Barrier option on a single asset.

Definition in file barrieroption.hpp.