32 fixingDates_(fixingDates) {}
44 MultiAssetOption::arguments::validate();
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.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Option exercise classes and payoff function.
Himalaya option on a number of assets.
Payoffs for various options.