PartialTimeBarrierOption::arguments Class Reference

Arguments for partial-time barrier option calculation More...

#include <partialtimebarrieroption.hpp>

Inheritance diagram for PartialTimeBarrierOption::arguments:

Collaboration diagram for PartialTimeBarrierOption::arguments:

Public Member Functions
	arguments ()
void	validate () const override
Public Member Functions inherited from Option::arguments
	arguments ()=default
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
Barrier::Type	barrierType
PartialBarrier::Range	barrierRange
Real	barrier
Real	rebate
Date	coverEventDate
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Arguments for partial-time barrier option calculation

Definition at line 86 of file partialtimebarrieroption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 51 of file partialtimebarrieroption.cpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 56 of file partialtimebarrieroption.cpp.

Member Data Documentation

barrierType

Barrier::Type barrierType

Definition at line 90 of file partialtimebarrieroption.hpp.

barrierRange

PartialBarrier::Range barrierRange

Definition at line 91 of file partialtimebarrieroption.hpp.

barrier

Real barrier

Definition at line 92 of file partialtimebarrieroption.hpp.

rebate

Real rebate

Definition at line 93 of file partialtimebarrieroption.hpp.

coverEventDate

Date coverEventDate

Definition at line 94 of file partialtimebarrieroption.hpp.