QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
MargrabeOption::arguments Class Reference

Extra arguments for Margrabe option. More...

#include <margrabeoption.hpp>

+ Inheritance diagram for MargrabeOption::arguments:
+ Collaboration diagram for MargrabeOption::arguments:

Public Member Functions

 arguments ()=default
 
void validate () const override
 

Public Attributes

Integer Q1 = Null<Integer>()
 
Integer Q2 = Null<Integer>()
 

Detailed Description

Extra arguments for Margrabe option.

Definition at line 59 of file margrabeoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )
default

Member Function Documentation

◆ validate()

void validate ( ) const
override

Definition at line 66 of file margrabeoption.cpp.

Member Data Documentation

◆ Q1

Integer Q1 = Null<Integer>()

Definition at line 63 of file margrabeoption.hpp.

◆ Q2

Integer Q2 = Null<Integer>()

Definition at line 64 of file margrabeoption.hpp.