|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
Placeholder for enumerated barrier types. More...
#include <doublebarriertype.hpp>
Collaboration diagram for DoubleBarrier:Public Types | |
| enum | Type { KnockIn , KnockOut , KIKO , KOKI } |
Placeholder for enumerated barrier types.
Definition at line 33 of file doublebarriertype.hpp.
| enum Type |
| Enumerator | |
|---|---|
| KnockIn | |
| KnockOut | |
| KIKO | |
| KOKI | lower barrier KI, upper KO lower barrier KO, upper KI |
Definition at line 34 of file doublebarriertype.hpp.