QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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DoubleBarrierOption::arguments Class Reference

Arguments for double barrier option calculation More...

#include <ql/instruments/doublebarrieroption.hpp>

Public Member Functions

void validate () const override

Public Attributes

DoubleBarrier::Type barrierType
Real barrier_lo
Real barrier_hi
Real rebate

Detailed Description

Arguments for double barrier option calculation