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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Extra arguments for complex chooser option. More...
#include <ql/instruments/complexchooseroption.hpp>
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| Date | choosingDate |
| Real | strikeCall |
| Real | strikePut |
| ext::shared_ptr< Exercise > | exerciseCall |
| ext::shared_ptr< Exercise > | exercisePut |
Extra arguments for complex chooser option.