QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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DoubleBarrier Struct Reference

Placeholder for enumerated barrier types. More...

#include <ql/instruments/doublebarriertype.hpp>

Public Types

enum  Type { KnockIn , KnockOut , KIKO , KOKI }

Detailed Description

Placeholder for enumerated barrier types.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
KOKI 

lower barrier KI, upper KO

lower barrier KO, upper KI