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QuantLib_Option_arguments
Langue: en
Version: 376574 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Option::arguments -basic option arguments
SYNOPSIS
#include <ql/option.hpp>
Inherits QuantLib::PricingEngine::arguments.
Inherited by CdsOption::arguments, CliquetOption::arguments, ConvertibleBond::option::arguments, PagodaOption::arguments, and Swaption::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< Payoff > payoff
boost::shared_ptr< Exercise > exercise
Detailed Description
basic option arguments
Author
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