Arguments for double barrier option calculation More...
#include <ql/experimental/barrieroption/doublebarrieroption.hpp>
Inheritance diagram for DoubleBarrierOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| DoubleBarrier::Type | barrierType |
| Real | barrier_lo |
| Real | barrier_hi |
| Real | rebate |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for double barrier option calculation