QuantLib_BarrierOption_arguments man page

BarrierOption::arguments — Arguments for barrier option calculation  

Synopsis

#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

Author

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).

Fri Jun 2 2017 Version 1.10 QuantLib