MargrabeOption::arguments Class Reference

Extra arguments for Margrabe option. More...

#include <ql/instruments/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.