quant-pricer-cpp
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barrier.hpp File Reference
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Classes

struct  quant::BarrierSpec
 

Namespaces

namespace  quant
 Barrier option primitives and configuration.
 

Enumerations

enum class  quant::BarrierType { quant::UpOut , quant::DownOut , quant::UpIn , quant::DownIn }
 
enum class  quant::OptionType { quant::Call , quant::Put }