ql/instruments/barrieroption.hpp File Reference


Detailed Description

Barrier option on a single asset.

#include <ql/instruments/oneassetstrikedoption.hpp>

Include dependency graph for barrieroption.hpp:


Namespaces

namespace  QuantLib

Classes

struct  Barrier
 Placeholder for enumerated barrier types. More...
class  BarrierOption
 Barrier option on a single asset. More...
class  BarrierOption::arguments
 Arguments for barrier option calculation More...
class  BarrierOption::engine
 Barrier-option engine base class More...