24#ifndef quantlib_writer_extensible_option_hpp
25#define quantlib_writer_extensible_option_hpp
45 const ext::shared_ptr<Exercise>& exercise1,
46 const ext::shared_ptr<PlainVanillaPayoff>&
payoff2,
72 WriterExtensibleOption::results> {};
template base class for option pricing engines
Base class for options on a single asset.
Additional arguments for writer-extensible option.
ext::shared_ptr< Payoff > payoff2
ext::shared_ptr< Exercise > exercise2
void validate() const override
Writer-extensible option.
void setupArguments(PricingEngine::arguments *) const override
bool isExpired() const override
returns whether the instrument might have value greater than zero.
ext::shared_ptr< Exercise > exercise2_
ext::shared_ptr< StrikedTypePayoff > payoff2_
ext::shared_ptr< Exercise > exercise2()
ext::shared_ptr< Payoff > payoff2()
Option exercise classes and payoff function.
Option on a single asset.
Payoffs for various options.