20#include <ql/experimental/exoticoptions/himalayaoption.hpp>
21#include <ql/instruments/payoffs.hpp>
22#include <ql/exercise.hpp>
32 fixingDates_(fixingDates) {}
38 QL_REQUIRE(
arguments !=
nullptr,
"wrong argument type");
44 MultiAssetOption::arguments::validate();
45 QL_REQUIRE(!
fixingDates.empty(),
"no fixing dates given");
std::vector< Date > fixingDates
void validate() const override
void setupArguments(PricingEngine::arguments *) const override
std::vector< Date > fixingDates_
HimalayaOption(const std::vector< Date > &fixingDates, Real strike)
Base class for options on multiple assets.
void setupArguments(PricingEngine::arguments *) const override
Abstract base class for option payoffs.