24#ifndef quantlib_two_asset_barrier_option_hpp
25#define quantlib_two_asset_barrier_option_hpp
27#include <ql/instruments/oneassetoption.hpp>
28#include <ql/instruments/barriertype.hpp>
29#include <ql/instruments/payoffs.hpp>
33 class GeneralizedBlackScholesProcess;
44 const ext::shared_ptr<StrikedTypePayoff>&
payoff,
45 const ext::shared_ptr<Exercise>&
exercise);
69 TwoAssetBarrierOption::results> {
template base class for option pricing engines
ext::shared_ptr< Payoff > payoff() const
ext::shared_ptr< Exercise > exercise() const
Arguments for two-asset barrier option calculation
void validate() const override
Barrier::Type barrierType
Two-asset barrier-option engine base class
bool triggered(Real underlying) const
Barrier option on two assets
Barrier::Type barrierType_
void setupArguments(PricingEngine::arguments *) const override
bool isExpired() const override
returns whether the instrument might have value greater than zero.