Arguments for two-asset barrier option calculation More...
#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>
Inheritance diagram for TwoAssetBarrierOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| Barrier::Type | barrierType |
| Real | barrier |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for two-asset barrier option calculation