| Modifier and Type | Field and Description |
|---|---|
static DoubleBarrier.Type |
DoubleBarrier.Type.KIKO |
static DoubleBarrier.Type |
DoubleBarrier.Type.KnockIn |
static DoubleBarrier.Type |
DoubleBarrier.Type.KnockOut |
static DoubleBarrier.Type |
DoubleBarrier.Type.KOKI |
| Modifier and Type | Method and Description |
|---|---|
static DoubleBarrier.Type |
DoubleBarrier.Type.swigToEnum(int swigValue) |
| Constructor and Description |
|---|
DoubleBarrierOption(DoubleBarrier.Type barrierType,
double barrier_lo,
double barrier_hi,
double rebate,
Payoff payoff,
Exercise exercise) |
QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType,
double barrier_lo,
double barrier_hi,
double rebate,
Payoff payoff,
Exercise exercise) |
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