QuantLibAddin::BarrierOption Class Reference

#include <qlo/barrieroption.hpp>

Inheritance diagram for QuantLibAddin::BarrierOption:

Collaboration diagram for QuantLibAddin::BarrierOption:

Public Member Functions
	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)

Constructor & Destructor Documentation

BarrierOption()

QuantLibAddin::BarrierOption::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
	)

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The documentation for this class was generated from the following file:

• barrieroption.hpp