VanillaSwingOption::arguments Class Reference

#include <vanillaswingoption.hpp>

Inheritance diagram for VanillaSwingOption::arguments:

Collaboration diagram for VanillaSwingOption::arguments:

Public Member Functions
	arguments ()=default
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
Size	minExerciseRights
Size	maxExerciseRights
ext::shared_ptr< StrikedTypePayoff >	payoff
ext::shared_ptr< SwingExercise >	exercise

Detailed Description

Definition at line 80 of file vanillaswingoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 121 of file vanillaswingoption.cpp.

Member Data Documentation

minExerciseRights

Size minExerciseRights

Definition at line 86 of file vanillaswingoption.hpp.

maxExerciseRights

Size maxExerciseRights

Definition at line 86 of file vanillaswingoption.hpp.

payoff

ext::shared_ptr<StrikedTypePayoff> payoff

Definition at line 87 of file vanillaswingoption.hpp.

exercise

ext::shared_ptr<SwingExercise> exercise

Definition at line 88 of file vanillaswingoption.hpp.