QuantLib_TwoAssetBarrierOption_arguments man page

TwoAssetBarrierOption::arguments — Arguments for two-asset barrier option calculation  

Synopsis

#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>

Inherits Option::arguments.

Public Member Functions

void validate () const

Public Attributes

Barrier::Type barrierType
Real barrier

Detailed Description

Arguments for two-asset barrier option calculation

Author

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Info

Fri Feb 10 2017 Version 1.9.1 QuantLib