QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
DoubleBarrierOption::arguments Class Reference

Arguments for double barrier option calculation More...

#include <ql/experimental/barrieroption/doublebarrieroption.hpp>

Inherits arguments.

Public Member Functions

void validate () const
 

Public Attributes

DoubleBarrier::Type barrierType
 
Real barrier_lo
 
Real barrier_hi
 
Real rebate
 

Detailed Description

Arguments for double barrier option calculation