Arguments for double barrier option calculation More...
#include <ql/experimental/barrieroption/doublebarrieroption.hpp>
Inherits arguments.
| Public Member Functions | |
| void | validate () const | 
| Public Attributes | |
| DoubleBarrier::Type | barrierType | 
| Real | barrier_lo | 
| Real | barrier_hi | 
| Real | rebate | 
Arguments for double barrier option calculation