QuantLib_Option_arguments man page

Option::arguments — basic option arguments

Synopsis

#include <ql/option.hpp>

Inherits PricingEngine::arguments.

Inherited by CdsOption::arguments, CliquetOption::arguments, ConvertibleBond::option::arguments, FloatFloatSwaption::arguments, HolderExtensibleOption::arguments, IrregularSwaption::arguments, MargrabeOption::arguments, NonstandardSwaption::arguments, PagodaOption::arguments, Swaption::arguments, TwoAssetBarrierOption::arguments, VanillaVPPOption::arguments[virtual], and WriterExtensibleOption::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoff > payoff

boost::shared_ptr< Exercise > exercise

Detailed Description

basic option arguments

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib