QuantLib_WriterExtensibleOption_arguments man page

WriterExtensibleOption::arguments — Additional arguments for writer-extensible option.  

Synopsis

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

Inherits Option::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoff > payoff2
boost::shared_ptr< Exercise > exercise2

Detailed Description

Additional arguments for writer-extensible option.

Author

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Info

Fri Jun 2 2017 Version 1.10 QuantLib