VanillaStorageOption::arguments Class Reference

#include <vanillastorageoption.hpp>

Inheritance diagram for VanillaStorageOption::arguments:

Collaboration diagram for VanillaStorageOption::arguments:

Public Member Functions
	arguments ()=default
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
Real	capacity
Real	load
Real	changeRate
ext::shared_ptr< NullPayoff >	payoff
ext::shared_ptr< BermudanExercise >	exercise

Detailed Description

Definition at line 54 of file vanillastorageoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 58 of file vanillastorageoption.hpp.

Member Data Documentation

capacity

Real capacity

Definition at line 68 of file vanillastorageoption.hpp.

load

Real load

Definition at line 69 of file vanillastorageoption.hpp.

changeRate

Real changeRate

Definition at line 70 of file vanillastorageoption.hpp.

payoff

ext::shared_ptr<NullPayoff> payoff

Definition at line 71 of file vanillastorageoption.hpp.

exercise

ext::shared_ptr<BermudanExercise> exercise

Definition at line 72 of file vanillastorageoption.hpp.