QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Public Attributes | List of all members
PartialTimeBarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>

Inherits arguments.

Public Member Functions

void validate () const
 

Public Attributes

PartialBarrier::Type barrierType
 
PartialBarrier::Range barrierRange
 
Real barrier
 
Real rebate
 
Date coverEventDate
 

Detailed Description

Arguments for barrier option calculation