QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
HolderExtensibleOption::arguments Class Reference

#include <holderextensibleoption.hpp>

+ Inheritance diagram for HolderExtensibleOption::arguments:
+ Collaboration diagram for HolderExtensibleOption::arguments:

Public Member Functions

void validate () const override
 

Public Attributes

Real premium
 
Date secondExpiryDate
 
Real secondStrike
 

Detailed Description

Definition at line 53 of file holderextensibleoption.hpp.

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 47 of file holderextensibleoption.cpp.

Member Data Documentation

◆ premium

Real premium

Definition at line 55 of file holderextensibleoption.hpp.

◆ secondExpiryDate

Date secondExpiryDate

Definition at line 56 of file holderextensibleoption.hpp.

◆ secondStrike

Real secondStrike

Definition at line 57 of file holderextensibleoption.hpp.