QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ComplexChooserOption::arguments Class Reference

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< ExerciseexerciseCall
ext::shared_ptr< ExerciseexercisePut

Detailed Description

Extra arguments for complex chooser option.