QuantLib_PartialTimeBarrierOption_arguments man page

PartialTimeBarrierOption::arguments — Arguments for barrier option calculation  


#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


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Referenced By

The man pages barrierRange(3) and coverEventDate(3) are aliases of QuantLib_PartialTimeBarrierOption_arguments(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib