barrieroption.hpp
Definition: barrieroption.hpp:35
BarrierOption(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Barrier::Type barrierType, QuantLib::Real barrier, QuantLib::Real rebate, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent)
Definition: abcd.hpp:38
Definition: abcd.hpp:30