SimpleChooserOption::arguments Class Reference

Extra arguments for single chooser option. More...

#include <simplechooseroption.hpp>

Inheritance diagram for SimpleChooserOption::arguments:

Collaboration diagram for SimpleChooserOption::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
Date	choosingDate
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Extra arguments for single chooser option.

Definition at line 51 of file simplechooseroption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 53 of file simplechooseroption.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 40 of file simplechooseroption.cpp.

Member Data Documentation

choosingDate

Date choosingDate

Definition at line 55 of file simplechooseroption.hpp.