Rechercher une page de manuel
QuantLib_BarrierOption_arguments
Langue: en
Version: 375440 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::BarrierOption::arguments -Arguments for barrier option calculation
SYNOPSIS
#include <ql/instruments/barrieroption.hpp>
Inherits OneAssetOption::arguments.
Inherited by DividendBarrierOption::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.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre