QuantLib_PartialTimeBarrierOption_arguments man page

PartialTimeBarrierOption::arguments — Arguments for barrier option calculation  

Synopsis

#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>

Inherits arguments.

Public Member Functions

void validate () const

Public Attributes

PartialBarrier::Type barrierType
PartialBarrier::Range barrierRange
Real barrier
Real rebate
Date coverEventDate

Detailed Description

Arguments for barrier option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

barrierRange(3) and coverEventDate(3) are aliases of QuantLib_PartialTimeBarrierOption_arguments(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib