WriterExtensibleOption::arguments Class Reference

Additional arguments for writer-extensible option. More...

#include <writerextensibleoption.hpp>

Inheritance diagram for WriterExtensibleOption::arguments:

Collaboration diagram for WriterExtensibleOption::arguments:

Public Member Functions
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
ext::shared_ptr< Payoff >	payoff2
ext::shared_ptr< Exercise >	exercise2
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Additional arguments for writer-extensible option.

Definition at line 61 of file writerextensibleoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 48 of file writerextensibleoption.cpp.

Member Data Documentation

payoff2

ext::shared_ptr<Payoff> payoff2

Definition at line 65 of file writerextensibleoption.hpp.

exercise2

ext::shared_ptr<Exercise> exercise2

Definition at line 66 of file writerextensibleoption.hpp.