barrieroption (3) - Linux Manuals

barrieroption: Barrier option on a single asset.

NAME

ql/instruments/barrieroption.hpp - Barrier option on a single asset.

SYNOPSIS

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>

Classes

class BarrierOption
Barrier option on a single asset.
class arguments
Arguments for barrier option calculation
class engine
Barrier-option engine base class

Detailed Description

Barrier option on a single asset.

Author

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