DoubleBarrierOption::arguments Class Reference

Arguments for barrier option calculation More...

#include <ql/experimental/barrieroption/doublebarrieroption.hpp>

Inherits arguments.

Public Member Functions
void	validate () const

Public Attributes
std::vector< Barrier::Type >	barrierType
std::vector< Real >	barrier
std::vector< Real >	rebate

Detailed Description

Arguments for barrier option calculation