QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Public Attributes | List of all members
BarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/instruments/barrieroption.hpp>

+ Inheritance diagram for BarrierOption::arguments:

Public Member Functions

void validate () const
 

Public Attributes

Barrier::Type barrierType
 
Real barrier
 
Real rebate
 

Detailed Description

Arguments for barrier option calculation