QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
Arguments for barrier option calculation More...
#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>
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 | |
PartialBarrier::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 |
Arguments for barrier option calculation
Definition at line 61 of file partialtimebarrieroption.hpp.
arguments | ( | ) |
Definition at line 51 of file partialtimebarrieroption.cpp.
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 57 of file partialtimebarrieroption.cpp.
PartialBarrier::Type barrierType |
Definition at line 65 of file partialtimebarrieroption.hpp.
PartialBarrier::Range barrierRange |
Definition at line 66 of file partialtimebarrieroption.hpp.
Real barrier |
Definition at line 67 of file partialtimebarrieroption.hpp.
Real rebate |
Definition at line 68 of file partialtimebarrieroption.hpp.
Date coverEventDate |
Definition at line 69 of file partialtimebarrieroption.hpp.