#include <ql/experimental/finitedifferences/vanillavppoption.hpp>

Inheritance diagram for VanillaVPPOption::arguments:

Collaboration diagram for VanillaVPPOption::arguments:

Public Member Functions
	arguments ()=default

void	validate () const override

Public Member Functions inherited from Option::arguments
	arguments ()=default

void	validate () const override

Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default

virtual void	validate () const =0

Public Attributes
Real	heatRate

Real	pMin

Real	pMax

Size	tMinUp

Size	tMinDown

Real	startUpFuel

Real	startUpFixCost

Size	nStarts

Size	nRunningHours

Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff

ext::shared_ptr< Exercise >	exercise

Detailed Description

Definition at line 55 of file vanillavppoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

default

Member Function Documentation

◆ validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 62 of file vanillavppoption.cpp.

Member Data Documentation

◆ heatRate

Real heatRate

Definition at line 61 of file vanillavppoption.hpp.

◆ pMin

Real pMin

Definition at line 62 of file vanillavppoption.hpp.

◆ pMax

Real pMax

Definition at line 62 of file vanillavppoption.hpp.

◆ tMinUp

Size tMinUp

Definition at line 63 of file vanillavppoption.hpp.

◆ tMinDown

Size tMinDown

Definition at line 63 of file vanillavppoption.hpp.

◆ startUpFuel

Real startUpFuel

Definition at line 64 of file vanillavppoption.hpp.

◆ startUpFixCost

Real startUpFixCost