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 |
Arguments for barrier option calculation