Arguments for two-asset barrier option calculation More...
#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>
Public Member Functions | |
void | validate () const |
![]() | |
void | validate () const |
![]() | |
virtual void | validate () const =0 |
Public Attributes | |
Barrier::Type | barrierType |
Real | barrier |
![]() | |
boost::shared_ptr< Payoff > | payoff |
boost::shared_ptr< Exercise > | exercise |
Arguments for two-asset barrier option calculation