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2 parents c09afb6 + 40b7c5b commit 9ad55b0Copy full SHA for 9ad55b0
SWIG/barrieroptions.i
@@ -78,8 +78,8 @@ class QuantoBarrierOption : public BarrierOption {
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using QuantLib::PartialBarrier;
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%}
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-struct PartialBarrier : public Barrier {
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- enum Range { Start, End, EndB1, EndB2 };
+struct PartialBarrier {
+ enum Range { Start = 0, EndB1 = 2, EndB2 = 3 };
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};
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%{
@@ -89,7 +89,8 @@ using QuantLib::PartialTimeBarrierOption;
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%shared_ptr(PartialTimeBarrierOption)
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class PartialTimeBarrierOption : public OneAssetOption {
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public:
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- PartialTimeBarrierOption(PartialBarrier::Type barrierType,
+ PartialTimeBarrierOption(
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+ Barrier::Type barrierType,
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PartialBarrier::Range barrierRange,
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Real barrier,
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Real rebate,
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