TwoAssetCorrelationOption::arguments Class Reference

#include <ql/experimental/exoticoptions/twoassetcorrelationoption.hpp>

Inheritance diagram for TwoAssetCorrelationOption::arguments:

Collaboration diagram for TwoAssetCorrelationOption::arguments:

Public Member Functions
	arguments ()
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	X2
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Definition at line 46 of file twoassetcorrelationoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 49 of file twoassetcorrelationoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 50 of file twoassetcorrelationoption.hpp.

Member Data Documentation

X2

Real X2

Definition at line 54 of file twoassetcorrelationoption.hpp.