QuantLib_QuantoBarrierOption man page

QuantoBarrierOption — Quanto version of a barrier option.  

Synopsis

#include <ql/instruments/quantobarrieroption.hpp>

Inherits BarrierOption.

Public Types

typedef BarrierOption::arguments arguments
typedef QuantoOptionResults< BarrierOption::results > results

Public Member Functions

QuantoBarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void fetchResults (const PricingEngine::results *) const

greeks

Real qvega () const
Real qrho () const
Real qlambda () const

Additional Inherited Members

Detailed Description

Quanto version of a barrier option.

Member Function Documentation

void fetchResults (const PricingEngine::results * r) const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from OneAssetOption.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages qlambda(3), qrho(3), QuantoBarrierOption(3) and qvega(3) are aliases of QuantLib_QuantoBarrierOption(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib