#include <qle/instruments/ascot.hpp>

Inheritance diagram for Ascot::arguments:

Collaboration diagram for Ascot::arguments:

Public Member Functions
	arguments ()

void	setupArguments (PricingEngine::arguments *) const

void	validate () const override

Public Attributes
Option::Type	callPut

ext::shared_ptr< Exercise >	exercise

Real	bondQuantity

ext::shared_ptr< ConvertibleBond2 >	bond

Leg	fundingLeg

Detailed Description

Definition at line 72 of file ascot.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 74 of file ascot.hpp.

74{}

Member Function Documentation

◆ setupArguments()

void setupArguments ( PricingEngine::arguments * ) const

◆ validate()

void validate ( ) const

override

Definition at line 63 of file ascot.cpp.

                                    {
    QL_REQUIRE(exercise, "exercise not set");
    QL_REQUIRE(bond, "convertible bond is not set");
    QL_REQUIRE(!fundingLeg.empty(), "no funding leg provided");
    for (Size i = 0; i < fundingLeg.size(); ++i)
        QL_REQUIRE(fundingLeg[i], "null cash flow provided");
}

Member Data Documentation

◆ callPut

Option::Type callPut

Definition at line 76 of file ascot.hpp.

◆ exercise

ext::shared_ptr<Exercise> exercise

Definition at line 77 of file ascot.hpp.

◆ bondQuantity

Real bondQuantity

Definition at line 78 of file ascot.hpp.

◆ bond

ext::shared_ptr<ConvertibleBond2> bond

Definition at line 79 of file ascot.hpp.

◆ fundingLeg

Leg fundingLeg

Definition at line 80 of file ascot.hpp.

Public Member Functions

Public Attributes