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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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 |
Arguments for double barrier option calculation