PathMultiAssetOption::arguments Class Reference

Arguments for multi-asset option calculation More...

#include <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()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

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.