QuantLib_SimpleChooserOption man page

SimpleChooserOption — Simple chooser option.


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

Inherits OneAssetOption.


class arguments
Extra arguments for single chooser option.
class engine
Simple chooser option engine base class.

Public Member Functions

SimpleChooserOption (Date choosingDate, Real strike, const boost::shared_ptr< Exercise > &exercise)

void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Date choosingDate_

Additional Inherited Members

Detailed Description

Simple chooser option.

This option gives the holder the right to choose, at a future date prior to exercise, whether the option should be a call or a put. The exercise date and strike are the same for both call and put option.

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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

choosingDate_(3) and SimpleChooserOption(3) are aliases of QuantLib_SimpleChooserOption(3).

QuantLib Version 1.8.1 Fri Sep 23 2016