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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Arguments for holder-extensible option More...
#include <ql/instruments/holderextensibleoption.hpp>
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| Real | premium |
| Date | secondExpiryDate |
| Real | secondStrike |
Arguments for holder-extensible option