#include <pagodaoption.hpp>
Inheritance diagram for PagodaOption::arguments:
Collaboration diagram for PagodaOption::arguments:
Public Member Functions | |
| arguments () | |
| void | validate () const override |
| Public Member Functions inherited from Option::arguments | |
| arguments ()=default | |
| void | validate () const override |
| Public Member Functions inherited from PricingEngine::arguments | |
| virtual | ~arguments ()=default |
| virtual void | validate () const =0 |
Public Attributes | |
| std::vector< Date > | fixingDates |
| Real | roof |
| Real | fraction |
| Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Detailed Description
Definition at line 61 of file pagodaoption.hpp.
Constructor & Destructor Documentation
◆ arguments()
| arguments | ( | ) |
Definition at line 47 of file pagodaoption.cpp.
Member Function Documentation
◆ validate()
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 50 of file pagodaoption.cpp.
Member Data Documentation
◆ fixingDates
| std::vector<Date> fixingDates |
Definition at line 65 of file pagodaoption.hpp.
◆ roof
| Real roof |
Definition at line 66 of file pagodaoption.hpp.
◆ fraction
| Real fraction |
Definition at line 66 of file pagodaoption.hpp.