QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Extra arguments for complex chooser option. More...
#include <complexchooseroption.hpp>
Public Member Functions | |
void | validate () const override |
Public Attributes | |
Date | choosingDate |
Real | strikeCall |
Real | strikePut |
ext::shared_ptr< Exercise > | exerciseCall |
ext::shared_ptr< Exercise > | exercisePut |
Extra arguments for complex chooser option.
Definition at line 57 of file complexchooseroption.hpp.
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override |
Definition at line 52 of file complexchooseroption.cpp.
Date choosingDate |
Definition at line 60 of file complexchooseroption.hpp.
Real strikeCall |
Definition at line 61 of file complexchooseroption.hpp.
Real strikePut |
Definition at line 62 of file complexchooseroption.hpp.
ext::shared_ptr<Exercise> exerciseCall |
Definition at line 63 of file complexchooseroption.hpp.
ext::shared_ptr<Exercise> exercisePut |
Definition at line 64 of file complexchooseroption.hpp.