Barrier option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/barriertype.hpp>#include <ql/instruments/payoffs.hpp>
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... | |
Barrier option on a single asset.