barrier.hpp

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#pragma once
 
namespace quant {
 
enum class OptionType { Call, Put };
 
enum class BarrierType { UpOut, DownOut, UpIn, DownIn };
 
struct BarrierSpec {
    BarrierType type;
    double B;
    double rebate{0.0};
};
 
} // namespace quant