QuantLib_VanillaSwingOption man page

VanillaSwingOption — base option class

Synopsis

#include <ql/instruments/vanillaswingoption.hpp>

Inherits OneAssetOption.

Public Member Functions

VanillaSwingOption (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< SwingExercise > &ex, Size minExerciseRights, Size maxExerciseRights)

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

VanillaSwingOption(3) is an alias of QuantLib_VanillaSwingOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib