Arguments for multi-asset option calculation More...
#include <ql/experimental/mcbasket/pathmultiassetoption.hpp>
Inheritance diagram for PathMultiAssetOption::arguments:
Collaboration diagram for PathMultiAssetOption::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< PathPayoff > | payoff |
| std::vector< Date > | fixingDates |
Detailed Description
Arguments for multi-asset option calculation
Definition at line 59 of file pathmultiassetoption.hpp.
Constructor & Destructor Documentation
◆ arguments()
|
default |
Member Function Documentation
◆ validate()
|
overridevirtual |
Implements PricingEngine::arguments.
Definition at line 52 of file pathmultiassetoption.cpp.
Member Data Documentation
◆ payoff
| ext::shared_ptr<PathPayoff> payoff |
Definition at line 65 of file pathmultiassetoption.hpp.
◆ fixingDates
| std::vector<Date> fixingDates |
Definition at line 66 of file pathmultiassetoption.hpp.