BarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/instruments/barrieroption.hpp>

Inheritance diagram for BarrierOption::arguments:

Collaboration diagram for BarrierOption::arguments:

Public Member Functions
	arguments ()
void	validate () const override

Public Attributes
Barrier::Type	barrierType
Real	barrier
Real	rebate

Detailed Description

Arguments for barrier option calculation

Definition at line 82 of file barrieroption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 116 of file barrieroption.cpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 120 of file barrieroption.cpp.

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Member Data Documentation

barrierType

Barrier::Type barrierType

Definition at line 85 of file barrieroption.hpp.

barrier

Real barrier

Definition at line 86 of file barrieroption.hpp.

rebate

Real rebate

Definition at line 87 of file barrieroption.hpp.