Arguments for barrier option calculation More...
#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>
Inheritance diagram for PartialTimeBarrierOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| PartialBarrier::Type | barrierType |
| PartialBarrier::Range | barrierRange |
| Real | barrier |
| Real | rebate |
| Date | coverEventDate |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for barrier option calculation