24#ifndef quantlib_holder_extensible_option_hpp
25#define quantlib_holder_extensible_option_hpp
32 class GeneralizedBlackScholesProcess;
41 Date secondExpiryDate,
43 const ext::shared_ptr<StrikedTypePayoff>&
payoff,
44 const ext::shared_ptr<Exercise>&
exercise);
64 HolderExtensibleOption::results> {};
template base class for option pricing engines
void validate() const override
void setupArguments(PricingEngine::arguments *) const override
Base class for options on a single asset.
ext::shared_ptr< Payoff > payoff() const
ext::shared_ptr< Exercise > exercise() const
Option on a single asset.
Payoffs for various options.