QuantLib_Option_arguments

Langue: en

Autres versions - même langue

Version: 376574 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Option::arguments -

basic option arguments

SYNOPSIS


#include <ql/option.hpp>

Inherits QuantLib::PricingEngine::arguments.

Inherited by CdsOption::arguments, CliquetOption::arguments, ConvertibleBond::option::arguments, PagodaOption::arguments, and Swaption::arguments.

Public Member Functions


void validate () const

Public Attributes


boost::shared_ptr< Payoff > payoff

boost::shared_ptr< Exercise > exercise

Detailed Description

basic option arguments

Author

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