QuantLib: TwoAssetBarrierOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Public Attributes | List of all members
TwoAssetBarrierOption::arguments Class Reference

Arguments for two-asset barrier option calculation More...

`#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>`

Inheritance diagram for TwoAssetBarrierOption::arguments:
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## 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
boost::shared_ptr< Payoff > | payoff
boost::shared_ptr< Exercise > | exercise

## Detailed Description

Arguments for two-asset barrier option calculation