BarrierOption::engine Class Reference

Barrier-option engine base class More...

#include <ql/instruments/barrieroption.hpp>

Inheritance diagram for BarrierOption::engine:

Protected Member Functions
bool	triggered (Real underlying) const

Additional Inherited Members
Public Member Functions inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Protected Attributes inherited from GenericEngine< BarrierOption::arguments, BarrierOption::results >
BarrierOption::arguments	arguments_
BarrierOption::results	results_

Detailed Description

Barrier-option engine base class