QuantLib_QuantoBarrierOption man page

QuantoBarrierOption — Quanto version of a barrier option.


#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


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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016