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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016