PartialTimeBarrierOption::arguments Class Reference

Arguments for 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
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

Detailed Description

Arguments for barrier option calculation

Definition at line 61 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 57 of file partialtimebarrieroption.cpp.

Member Data Documentation

barrierType

PartialBarrier::Type barrierType

Definition at line 65 of file partialtimebarrieroption.hpp.

barrierRange

PartialBarrier::Range barrierRange

Definition at line 66 of file partialtimebarrieroption.hpp.

barrier

Real barrier

Definition at line 67 of file partialtimebarrieroption.hpp.

rebate

Real rebate

Definition at line 68 of file partialtimebarrieroption.hpp.

coverEventDate

Date coverEventDate

Definition at line 69 of file partialtimebarrieroption.hpp.