A free/open-source library for quantitative finance
Version 0.8.1
Getting started
Introduction
Project overview
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Deprecated Features
Examples
QuantLib
::
Barrier
Barrier Struct Reference
#include <ql/instruments/barrieroption.hpp>
List of all members.
Detailed Description
Placeholder for enumerated barrier types.
Public Types
enum
Type
{
DownIn
,
UpIn
,
DownOut
,
UpOut
}