QuantLib_VanillaSwingOption man page

VanillaSwingOption — base option class  


#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.


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Referenced By

The man page VanillaSwingOption(3) is an alias of QuantLib_VanillaSwingOption(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib