QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
CompoundOption::arguments Class Reference

#include <compoundoption.hpp>

+ Inheritance diagram for CompoundOption::arguments:
+ Collaboration diagram for CompoundOption::arguments:

Public Member Functions

void validate () const override
 

Public Attributes

ext::shared_ptr< StrikedTypePayoffdaughterPayoff
 
ext::shared_ptr< ExercisedaughterExercise
 

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.