Arguments for barrier option calculation More...
#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>
Public Member Functions | |
void | validate () const |
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void | validate () const |
Public Attributes | |
PartialBarrier::Type | barrierType |
PartialBarrier::Range | barrierRange |
Real | barrier |
Real | rebate |
Date | coverEventDate |
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ext::shared_ptr< Payoff > | payoff |
ext::shared_ptr< Exercise > | exercise |
Arguments for barrier option calculation