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