rebate (3) Linux Manual Page

QuantLib::BarrierOption::arguments – Arguments for barrier option calculation

Synopsis

void validate () const



Public Attributes

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

Generated automatically by Doxygen for QuantLib from the source code.