Additional arguments for writer-extensible option. More...
#include <ql/experimental/exoticoptions/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()
|
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.