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Fully annotated reference manual - version 1.8.12
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Public Member Functions | Public Attributes | List of all members
CashSettledEuropeanOption::arguments Class Reference

#include <qle/instruments/cashsettledeuropeanoption.hpp>

+ Inheritance diagram for CashSettledEuropeanOption::arguments:
+ Collaboration diagram for CashSettledEuropeanOption::arguments:

Public Member Functions

 arguments ()
 
void validate () const override
 

Public Attributes

QuantLib::Date paymentDate
 
bool automaticExercise
 
QuantLib::ext::shared_ptr< QuantLib::Index > underlying
 
bool exercised
 
QuantLib::Real priceAtExercise
 

Detailed Description

Definition at line 101 of file cashsettledeuropeanoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 103 of file cashsettledeuropeanoption.hpp.

103{}

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 182 of file cashsettledeuropeanoption.cpp.

182 {
183 QuantLib::VanillaOption::arguments::validate();
185}
QuantLib::ext::shared_ptr< QuantLib::Index > underlying
void exercise(QuantLib::Real priceAtExercise)
Mark option as manually exercised at the given priceAtExercise.

Member Data Documentation

◆ paymentDate

QuantLib::Date paymentDate

Definition at line 106 of file cashsettledeuropeanoption.hpp.

◆ automaticExercise

bool automaticExercise

Definition at line 107 of file cashsettledeuropeanoption.hpp.

◆ underlying

QuantLib::ext::shared_ptr<QuantLib::Index> underlying

Definition at line 108 of file cashsettledeuropeanoption.hpp.

◆ exercised

bool exercised

Definition at line 109 of file cashsettledeuropeanoption.hpp.

◆ priceAtExercise

QuantLib::Real priceAtExercise

Definition at line 110 of file cashsettledeuropeanoption.hpp.