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

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

Detailed Description

Arguments for holder-extensible option