Arguments for double barrier option calculation More...
#include <doublebarrieroption.hpp>
Inheritance diagram for DoubleBarrierOption::arguments:
Collaboration diagram for DoubleBarrierOption::arguments:
Public Member Functions | |
| arguments () | |
| void | validate () const override |
Public Attributes | |
| DoubleBarrier::Type | barrierType |
| Real | barrier_lo |
| Real | barrier_hi |
| Real | rebate |
Detailed Description
Arguments for double barrier option calculation
Definition at line 70 of file doublebarrieroption.hpp.
Constructor & Destructor Documentation
◆ arguments()
| arguments | ( | ) |
Definition at line 91 of file doublebarrieroption.cpp.
Member Function Documentation
◆ validate()
|
override |
Definition at line 95 of file doublebarrieroption.cpp.
Member Data Documentation
◆ barrierType
| DoubleBarrier::Type barrierType |
Definition at line 73 of file doublebarrieroption.hpp.
◆ barrier_lo
| Real barrier_lo |
Definition at line 74 of file doublebarrieroption.hpp.
◆ barrier_hi
| Real barrier_hi |
Definition at line 75 of file doublebarrieroption.hpp.
◆ rebate
| Real rebate |
Definition at line 76 of file doublebarrieroption.hpp.