quant-pricer-cpp
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Public Attributes | List of all members
quant::pde::BarrierPdeParams Struct Reference

#include <pde_barrier.hpp>

+ Collaboration diagram for quant::pde::BarrierPdeParams:

Public Attributes

BarrierSpec barrier
 
double dividend
 
GridSpec grid
 
bool log_space {true}
 
double rate
 
double spot
 
double strike
 
double time
 
double vol
 

Member Data Documentation

◆ barrier

BarrierSpec quant::pde::BarrierPdeParams::barrier

◆ dividend

double quant::pde::BarrierPdeParams::dividend

◆ grid

GridSpec quant::pde::BarrierPdeParams::grid

◆ log_space

bool quant::pde::BarrierPdeParams::log_space {true}

◆ rate

double quant::pde::BarrierPdeParams::rate

◆ spot

double quant::pde::BarrierPdeParams::spot

◆ strike

double quant::pde::BarrierPdeParams::strike

◆ time

double quant::pde::BarrierPdeParams::time

◆ vol

double quant::pde::BarrierPdeParams::vol
The documentation for this struct was generated from the following file: