QuantLib_VanillaStorageOption man page

VanillaStorageOption — base option class


#include <ql/instruments/vanillastorageoption.hpp>

Inherits OneAssetOption.

Public Member Functions

VanillaStorageOption (const boost::shared_ptr< BermudanExercise > &ex, Real capacity, Real load, Real changeRate)

bool isExpired () const
returns whether the instrument might have value greater than zero.
void setupArguments (PricingEngine::arguments *) const

Additional Inherited Members

Detailed Description

base option class

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.


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Referenced By

VanillaStorageOption(3) is an alias of QuantLib_VanillaStorageOption(3).

QuantLib Version 1.8.1 Fri Sep 23 2016