QuantLib_BarrierOption_arguments man page

BarrierOption::arguments — Arguments for barrier option calculation


#include <ql/instruments/barrieroption.hpp>

Inherits arguments.

Inherited by DividendBarrierOption::arguments.

Public Member Functions

void validate () const

Public Attributes

Barrier::Type barrierType

Real barrier

Real rebate

Detailed Description

Arguments for barrier option calculation


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

barrier(3), barrierType(3) and rebate(3) are aliases of QuantLib_BarrierOption_arguments(3).

QuantLib Version 1.8.1 Fri Sep 23 2016