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 Sep 23 2016 Version 1.8.1 QuantLib