QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
PartialTimeBarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>

+ Inheritance diagram for PartialTimeBarrierOption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

PartialBarrier::Type barrierType
 
PartialBarrier::Range barrierRange
 
Real barrier
 
Real rebate
 
Date coverEventDate
 
- Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for barrier option calculation