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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2005-05-02 22:35:36 UTC
  • mfrom: (1.2.1 upstream) (2.1.1 hoary)
  • Revision ID: james.westby@ubuntu.com-20050502223536-yp0xshf1us9u76dn
Tags: 0.3.9-1
* New upstream release 0.3.9 announced today
* As before, re-packaged upstream file QuantLib-docs-0.3.9.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/watch: Added watch file

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html/a00871.html
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
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<html><head><meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
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<title>BarrierOption class Reference</title>
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<link href="quantlib.css" rel="stylesheet" type="text/css">
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</head>
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<body>
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<table summary=
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"Layout table: navigation bar in the first cell, contents in the second cell"
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 class="layout">
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<tbody>
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<tr>
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<td class="navbar">
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<div class="center">
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    <img class= "addtopspace" src="QL-small.jpg"
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     alt="QuantLib Logo"></div>
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<h3 class="navbartitle">QuantLib 0.3.6</h3>
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<div class="center">
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    <a href="http://quantlib.org/">http://quantlib.org</a></div>
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<hr>
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<h3 class="navbartitle">User manual</h3>
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<h4 class="navbartitle">Introduction to QuantLib</h4>
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<ul class="navlinklist">
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<li><a class="navlink" href="index.html">Introduction</a></li>
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<li><a class="navlink" href="overview.html">Project overview</a></li>
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<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
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<li><a class="navlink" href="install.html">Installation</a></li>
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<li><a class="navlink" href="usage.html">Usage</a></li>
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<li><a class="navlink" href="history.html">Version history</a></li>
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<li><a class="navlink" href="resources.html">Additional resources</a></li>
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<li><a class="navlink" href="group.html">The QuantLib group</a></li>
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<li><a class="navlink" href="license.html">Copyright and license</a></li>
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</ul>
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<h4 class="navbartitle">QuantLib components</h4>
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<ul class="navlinklist">
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<li><a class="navlink" href="coreclasses.html">Core classes</a></li>
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<li><a class="navlink" href="datetime.html">Date and time calculations</a></li>
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<li><a class="navlink" href="lattices.html">Lattice methods</a></li>
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<li><a class="navlink" href="findiff.html">The finite differences framework</a></li>
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<li><a class="navlink" href="mcarlo.html">The Monte Carlo framework</a></li>
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<li><a class="navlink" href="fixedincome.html">Short-rate models</a></li>
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<li><a class="navlink" href="currencies.html">Currencies and FX rates</a></li>
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<li><a class="navlink" href="instruments.html">Instruments and pricers</a></li>
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<li><a class="navlink" href="math.html">Math tools</a></li>
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<li><a class="navlink" href="patterns.html">Design patterns</a></li>
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<li><a class="navlink" href="termstructures.html">Term structures</a></li>
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<li><a class="navlink" href="utilities.html">Utilities</a></li>
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<li><a class="navlink" href="examples.html">Examples</a></li>
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</ul>
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<hr>
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<h3 class="navbartitle">Reference manual</h3>
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<ul class="navlinklist">
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<li><a class="navlink" href="modules.html">Modules</a></li>
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<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
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<li><a class="navlink" href="annotated.html">Compound List</a></li>
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<li><a class="navlink" href="files.html">File List</a></li>
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<li><a class="navlink" href="functions.html">Compound Members</a></li>
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<li><a class="navlink" href="globals.html">File Members</a></li>
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<li><a class="navlink" href="todo.html">Todo List</a></li>
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<li><a class="navlink" href="bug.html">Known Bugs</a></li>
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<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
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</ul>
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</td>
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<td class="main">
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.3.6 -->
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<h1>BarrierOption Class Reference</h1><code>#include &lt;ql/Instruments/barrieroption.hpp&gt;</code>
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<p>
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Inheritance diagram for BarrierOption:<p><center><img src="a02304.png" border="0" usemap="#a02305" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="a00155.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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Barrier option on a single asset. 
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<p>
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The analytic pricing engine will be used if none if passed. 
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<p>
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<table border=0 cellpadding=0 cellspacing=0>
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<tr><td></td></tr>
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<tr><td colspan=2><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a0" doxytag="QuantLib::BarrierOption::BarrierOption" ></a>
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&nbsp;</td><td class="memItemRight" valign=bottom><b>BarrierOption</b> (Barrier::Type barrierType, double barrier, double rebate, const <a class="el" href="a01085.html">Handle</a>&lt; BlackScholesStochasticProcess &gt; &amp;stochProc, const <a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01323.html">StrikedTypePayoff</a> &gt; &amp;payoff, const <a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01028.html">Exercise</a> &gt; &amp;exercise, const <a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01260.html">PricingEngine</a> &gt; &amp;engine=<a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01260.html">PricingEngine</a> &gt;())</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top>void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a00871.html#a1">setupArguments</a> (<a class="el" href="a00860.html">Arguments</a> *) const </td></tr>
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<tr><td colspan=2><br><h2>Protected Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top>void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a00871.html#b0">performCalculations</a> () const </td></tr>
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<tr><td colspan=2><br><h2>Protected Attributes</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p0" doxytag="QuantLib::BarrierOption::barrierType_" ></a>
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Barrier::Type&nbsp;</td><td class="memItemRight" valign=bottom><b>barrierType_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p1" doxytag="QuantLib::BarrierOption::barrier_" ></a>
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double&nbsp;</td><td class="memItemRight" valign=bottom><b>barrier_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p2" doxytag="QuantLib::BarrierOption::rebate_" ></a>
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double&nbsp;</td><td class="memItemRight" valign=bottom><b>rebate_</b></td></tr>
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</table>
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<hr><h2>Member Function Documentation</h2>
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<a class="anchor" name="a1" doxytag="QuantLib::BarrierOption::setupArguments" ></a><p>
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<table class="mdTable" width="100%" cellpadding="2" cellspacing="0">
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      <table cellpadding="0" cellspacing="0" border="0">
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          <td class="md" nowrap valign="top"> void setupArguments </td>
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          <td class="md" valign="top">(&nbsp;</td>
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          <td class="md" nowrap valign="top"><a class="el" href="a00860.html">Arguments</a> *&nbsp;</td>
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          <td class="mdname1" valign="top" nowrap>          </td>
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          <td class="md" valign="top">&nbsp;)&nbsp;</td>
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          <td class="md" nowrap> const<code> [virtual]</code></td>
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<table cellspacing=5 cellpadding=0 border=0>
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    <td>
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      &nbsp;
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    </td>
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    <td>
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<p>
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When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used. 
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<p>
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Reimplemented from <a class="el" href="a01217.html#a1">OneAssetStrikedOption</a>.    </td>
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  </tr>
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</table>
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<a class="anchor" name="b0" doxytag="QuantLib::BarrierOption::performCalculations" ></a><p>
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          <td class="md" nowrap valign="top"> void performCalculations </td>
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          <td class="md" valign="top">(&nbsp;</td>
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          <td class="mdname1" valign="top" nowrap>          </td>
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          <td class="md" valign="top">&nbsp;)&nbsp;</td>
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          <td class="md" nowrap> const<code> [protected, virtual]</code></td>
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      &nbsp;
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<p>
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In case a pricing engine is <b>not</b> used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used. 
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Reimplemented from <a class="el" href="a01217.html#b0">OneAssetStrikedOption</a>.    </td>
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<strong>QuantLib.org</strong><br>
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<a href="http://quantlib.org/">
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<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
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</a>
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<strong>Hosted by</strong><br>
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<a href="http://sourceforge.net"><img src=
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"sfnetlogo.png" width="88" height="31"
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border="0" alt="SourceForge.net Logo"></a>
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<td align="middle" width="33%">
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<strong>Documentation generated by</strong><br>
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<a href="http://www.doxygen.org">
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<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
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</a></td>
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