HolderExtensibleOption::arguments Class Reference

#include <ql/experimental/exoticoptions/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.