Arguments for barrier option calculation More...
#include <ql/instruments/barrieroption.hpp>
 Inheritance diagram for BarrierOption::arguments:
 Inheritance diagram for BarrierOption::arguments:| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| Barrier::Type | barrierType | 
| Real | barrier | 
| Real | rebate | 
Arguments for barrier option calculation