barrieroption.hpp

Langue: en

Autres versions - même langue

Version: 381461 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/instruments/barrieroption.hpp -

Barrier option on a single asset.

SYNOPSIS


#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class BarrierOption
Barrier option on a single asset.
class BarrierOption::arguments
Arguments for barrier option calculation
class BarrierOption::engine
Barrier-option engine base class

Detailed Description

Barrier option on a single asset.

Author

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