CompoundOption::arguments Class Reference

#include <ql/instruments/compoundoption.hpp>

Inheritance diagram for CompoundOption::arguments:

Collaboration diagram for CompoundOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
ext::shared_ptr< StrikedTypePayoff >	daughterPayoff
ext::shared_ptr< Exercise >	daughterExercise

Detailed Description

Definition at line 53 of file compoundoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 41 of file compoundoption.cpp.

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Member Data Documentation

daughterPayoff

ext::shared_ptr<StrikedTypePayoff> daughterPayoff

Definition at line 55 of file compoundoption.hpp.

daughterExercise

ext::shared_ptr<Exercise> daughterExercise

Definition at line 56 of file compoundoption.hpp.