Option::arguments Class Reference

basic option arguments More...

#include <option.hpp>

Inheritance diagram for Option::arguments:

Collaboration diagram for Option::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
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

basic option arguments

Definition at line 57 of file option.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 60 of file option.hpp.

Here is the caller graph for this function:

Member Data Documentation

payoff

ext::shared_ptr<Payoff> payoff

Definition at line 64 of file option.hpp.

exercise

ext::shared_ptr<Exercise> exercise

Definition at line 65 of file option.hpp.