QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Public Attributes | List of all members
DoubleBarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/experimental/barrieroption/doublebarrieroption.hpp>

Inherits arguments.

Public Member Functions

void validate () const
 

Public Attributes

std::vector< Barrier::Type > barrierType
 
std::vector< Realbarrier
 
std::vector< Realrebate
 

Detailed Description

Arguments for barrier option calculation