QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Extra arguments for Margrabe option. More...
#include <margrabeoption.hpp>
Public Member Functions | |
arguments ()=default | |
void | validate () const override |
Public Attributes | |
Integer | Q1 = Null<Integer>() |
Integer | Q2 = Null<Integer>() |
Extra arguments for Margrabe option.
Definition at line 59 of file margrabeoption.hpp.
|
default |
|
override |
Definition at line 66 of file margrabeoption.cpp.
Definition at line 63 of file margrabeoption.hpp.
Definition at line 64 of file margrabeoption.hpp.