ql/instruments/barrieroption.hpp File Reference


Detailed Description

Barrier option on a single asset.

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>

Include dependency graph for barrieroption.hpp:


Namespaces

namespace  QuantLib

Classes

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...