QuantLib_BarrierOption_engine man page

BarrierOption::engine — Barrier-option engine base class  


#include <ql/instruments/barrieroption.hpp>

Inherits GenericEngine< BarrierOption::arguments, BarrierOption::results >.

Inherited by AnalyticBarrierEngine, AnalyticBinaryBarrierEngine, BinomialBarrierEngine< T, D >, MCBarrierEngine< RNG, S >, and PerturbativeBarrierOptionEngine.

Protected Member Functions

bool triggered (Real underlying) const

Additional Inherited Members

Detailed Description

Barrier-option engine base class


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page triggered(3) is an alias of QuantLib_BarrierOption_engine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib