QuantLib_CompoundOption man page

CompoundOption — Compound option on a single asset.

Synopsis

#include <ql/experimental/exoticoptions/compoundoption.hpp>

Inherits OneAssetOption.

Classes

class engine
Compound-option engine base class

Public Member Functions

CompoundOption (const boost::shared_ptr< StrikedTypePayoff > &motherPayoff, const boost::shared_ptr< Exercise > &motherExercise, const boost::shared_ptr< StrikedTypePayoff > &daughterPayoff, const boost::shared_ptr< Exercise > &daughterExercise)

void setupArguments (PricingEngine::arguments *) const

Additional Inherited Members

Detailed Description

Compound option on a single asset.

Member Function Documentation

void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CompoundOption(3) is an alias of QuantLib_CompoundOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib