Arguments for two-asset barrier option calculation More...
#include <twoassetbarrieroption.hpp>
Inheritance diagram for TwoAssetBarrierOption::arguments:
Collaboration diagram for TwoAssetBarrierOption::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 |
| Real | barrier |
| Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Detailed Description
Arguments for two-asset barrier option calculation
Definition at line 58 of file twoassetbarrieroption.hpp.
Constructor & Destructor Documentation
◆ arguments()
| arguments | ( | ) |
Definition at line 46 of file twoassetbarrieroption.cpp.
Member Function Documentation
◆ validate()
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 49 of file twoassetbarrieroption.cpp.
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Member Data Documentation
◆ barrierType
| Barrier::Type barrierType |
Definition at line 61 of file twoassetbarrieroption.hpp.
◆ barrier
| Real barrier |
Definition at line 62 of file twoassetbarrieroption.hpp.