Arguments for barrier option calculation More...
#include <barrieroption.hpp>
Inheritance diagram for BarrierOption::arguments:
Collaboration diagram for BarrierOption::arguments:
Public Member Functions | |
| arguments () | |
| void | validate () const override |
Public Attributes | |
| Barrier::Type | barrierType |
| Real | barrier |
| Real | rebate |
Detailed Description
Arguments for barrier option calculation
Definition at line 82 of file barrieroption.hpp.
Constructor & Destructor Documentation
◆ arguments()
| arguments | ( | ) |
Definition at line 105 of file barrieroption.cpp.
Member Function Documentation
◆ validate()
|
override |
Definition at line 109 of file barrieroption.cpp.
Member Data Documentation
◆ barrierType
| Barrier::Type barrierType |
Definition at line 85 of file barrieroption.hpp.
◆ barrier
| Real barrier |
Definition at line 86 of file barrieroption.hpp.
◆ rebate
| Real rebate |
Definition at line 87 of file barrieroption.hpp.