QuantoBarrierOption Class Reference

Quanto version of a barrier option. More...

#include <ql/instruments/quantobarrieroption.hpp>

Inheritance diagram for QuantoBarrierOption:

List of all members.

Public Types

typedef BarrierOption::arguments arguments
typedef QuantoOptionResults
< BarrierOption::results > 
results

Public Member Functions

 QuantoBarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void fetchResults (const PricingEngine::results *) const
greeks
Real qvega () const
Real qrho () const
Real qlambda () const

Detailed Description

Quanto version of a barrier option.


Member Function Documentation

void fetchResults ( const PricingEngine::results *  r) const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from OneAssetOption.