QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
BarrierOption::arguments Class Reference
#include <ql/Instruments/barrieroption.hpp>
Detailed Description
Arguments for barrier option calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Barrier::Type | barrierType |
| double | barrier |
| double | rebate |
