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 |
Arguments for double barrier option calculation