triggered (3) - Linux Man Pages

triggered: Barrier-option engine base class

NAME

QuantLib::BarrierOption::engine - Barrier-option engine base class

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>

Inherits GenericEngine< BarrierOption::arguments, BarrierOption::results >.

Inherited by AnalyticBarrierEngine, MCBarrierEngine< RNG, S >, and PerturbativeBarrierOptionEngine.

Protected Member Functions


bool triggered (Real underlying) const

Detailed Description

Barrier-option engine base class

Author

Generated automatically by Doxygen for QuantLib from the source code.