DoubleBarrier Struct Reference

Placeholder for enumerated barrier types. More...

#include <ql/experimental/barrieroption/doublebarriertype.hpp>

Public Types
enum	Type { KnockIn, KnockOut, KIKO, KOKI }

Detailed Description

Placeholder for enumerated barrier types.

Member Enumeration Documentation

Type

enum Type

Enumerator
KOKI	lower barrier KI, upper KO lower barrier KO, upper KI