BarrierOption Class Reference
[Financial instruments]
#include <ql/Instruments/barrieroption.hpp>
Inheritance diagram for BarrierOption:

Detailed Description
Barrier option on a single asset.The analytic pricing engine will be used if none if passed.
Public Member Functions | |
BarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
void | setupArguments (Arguments *) const |
Protected Attributes | |
Barrier::Type | barrierType_ |
Real | barrier_ |
Real | rebate_ |
Classes | |
class | arguments |
Arguments for barrier option calculation More... | |
class | engine |
Barrier engine base class More... |
Member Function Documentation
|
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used. Reimplemented from OneAssetStrikedOption. |