PartialBarrier Struct Reference

choice of time range for partial-time barrier options More...

#include <partialtimebarrieroption.hpp>

Collaboration diagram for PartialBarrier:

Public Types
enum	Range { Start = 0 , EndB1 = 2 , EndB2 = 3 }

Detailed Description

choice of time range for partial-time barrier options

Definition at line 36 of file partialtimebarrieroption.hpp.

Member Enumeration Documentation

Range

enum Range

Enumerator
Start	Monitor the barrier from the start of the option lifetime until the so-called cover event.
EndB1	Monitor the barrier from the cover event to the exercise date; trigger a knock-out only if the barrier is hit or crossed from either side, regardless of the underlying value when monitoring starts.
EndB2	Monitor the barrier from the cover event to the exercise date; immediately trigger a knock-out if the underlying value is on the wrong side of the barrier when monitoring starts.

Definition at line 37 of file partialtimebarrieroption.hpp.