QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <holderextensibleoption.hpp>
Public Member Functions | |
void | validate () const override |
Public Attributes | |
Real | premium |
Date | secondExpiryDate |
Real | secondStrike |
Definition at line 53 of file holderextensibleoption.hpp.
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override |
Definition at line 47 of file holderextensibleoption.cpp.
Real premium |
Definition at line 55 of file holderextensibleoption.hpp.
Date secondExpiryDate |
Definition at line 56 of file holderextensibleoption.hpp.
Real secondStrike |
Definition at line 57 of file holderextensibleoption.hpp.