TwoAssetBarrierOption::arguments Class Reference

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 Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

Barrier::Type barrierType
 
Real barrier
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for two-asset barrier option calculation