BarrierOption.h
#pragma once #include "ContinuousTimeOptionBase.h" /** * An option with a barrier */ class BarrierOption : public ContinuousTimeOptionBase { public: virtual ~BarrierOption() {} double getBarrier() const { return barrier; } void setBarrier(double barrier) { this->barrier=barrier; } bool isPathDependent() const { return true; } private: double barrier; };