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barrieroption.hpp
Langue: en
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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