BarrierOption Class Reference
[Financial instruments]

#include <ql/instruments/barrieroption.hpp>

Inheritance diagram for BarrierOption:

Inheritance graph
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List of all members.

Detailed Description

Barrier option on a single asset.

The analytic pricing engine will be used if none if passed.

Examples:

Replication.cpp.


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 (PricingEngine::arguments *) const

Protected Attributes

Barrier::Type barrierType_
Real barrier_
Real rebate_

Classes

class  arguments
 Arguments for barrier option calculation More...
class  engine
 Barrier-option engine base class More...