QuantLib_DoubleBarrierOption_arguments man page

DoubleBarrierOption::arguments — Arguments for double barrier option calculation

Synopsis

#include <ql/experimental/barrieroption/doublebarrieroption.hpp>

Inherits arguments.

Public Member Functions

void validate () const

Public Attributes

DoubleBarrier::Type barrierType

Real barrier_lo

Real barrier_hi

Real rebate

Detailed Description

Arguments for double barrier option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

barrier_hi(3) and barrier_lo(3) are aliases of QuantLib_DoubleBarrierOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib