QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
ComplexChooserOption::arguments Class Reference

Extra arguments for complex chooser option. More...

#include <complexchooseroption.hpp>

+ Inheritance diagram for ComplexChooserOption::arguments:
+ Collaboration diagram for ComplexChooserOption::arguments:

Public Member Functions

void validate () const override
 

Public Attributes

Date choosingDate
 
Real strikeCall
 
Real strikePut
 
ext::shared_ptr< ExerciseexerciseCall
 
ext::shared_ptr< ExerciseexercisePut
 

Detailed Description

Extra arguments for complex chooser option.

Definition at line 57 of file complexchooseroption.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 52 of file complexchooseroption.cpp.

Member Data Documentation

◆ choosingDate

Date choosingDate

Definition at line 60 of file complexchooseroption.hpp.

◆ strikeCall

Real strikeCall

Definition at line 61 of file complexchooseroption.hpp.

◆ strikePut

Real strikePut

Definition at line 62 of file complexchooseroption.hpp.

◆ exerciseCall

ext::shared_ptr<Exercise> exerciseCall

Definition at line 63 of file complexchooseroption.hpp.

◆ exercisePut

ext::shared_ptr<Exercise> exercisePut

Definition at line 64 of file complexchooseroption.hpp.