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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Arguments for holder-extensible option More...
#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 |
Arguments for holder-extensible option
Definition at line 60 of file holderextensibleoption.hpp.
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override |
Definition at line 47 of file holderextensibleoption.cpp.
| Real premium |
Definition at line 62 of file holderextensibleoption.hpp.
| Date secondExpiryDate |
Definition at line 63 of file holderextensibleoption.hpp.
| Real secondStrike |
Definition at line 64 of file holderextensibleoption.hpp.