QuantLib_BarrierOption_arguments (3) Linux Manual Page
QuantLib::BarrierOption::arguments – Arguments for barrier option calculation
Synopsis
#include <ql/instruments/barrieroption.hpp>
Inherits OneAssetOption::arguments.
Inherited by arguments.
Public Member Functions
void validate () const
Public Attributes
Barrier::Type barrierType
Real barrier
Real rebate
Detailed Description
Arguments for barrier option calculation
Author
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