MultiLegOption::arguments Class Reference

#include <qle/instruments/multilegoption.hpp>

Inheritance diagram for MultiLegOption::arguments:

Collaboration diagram for MultiLegOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
std::vector< Leg >	legs
std::vector< bool >	payer
std::vector< Currency >	currency
QuantLib::ext::shared_ptr< Exercise >	exercise
Settlement::Type	settlementType
Settlement::Method	settlementMethod

Detailed Description

Definition at line 75 of file multilegoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 83 of file multilegoption.hpp.

{}

Member Data Documentation

legs

std::vector<Leg> legs

Definition at line 77 of file multilegoption.hpp.

payer

std::vector<bool> payer

Definition at line 78 of file multilegoption.hpp.

currency

std::vector<Currency> currency

Definition at line 79 of file multilegoption.hpp.

exercise

QuantLib::ext::shared_ptr<Exercise> exercise

Definition at line 80 of file multilegoption.hpp.

settlementType

Settlement::Type settlementType

Definition at line 81 of file multilegoption.hpp.

settlementMethod

Settlement::Method settlementMethod

Definition at line 82 of file multilegoption.hpp.