BarrierOption::engine Class Reference

Barrier-option engine base class More...

#include <ql/instruments/barrieroption.hpp>

Inheritance diagram for BarrierOption::engine:

Protected Member Functions

bool triggered (Real underlying) const
 

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results >
BarrierOption::arguments arguments_
 
BarrierOption::results results_
 

Detailed Description

Barrier-option engine base class