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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 Margrabe option. More...
#include <ql/instruments/margrabeoption.hpp>
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| Integer | Q1 = Null<Integer>() |
| Integer | Q2 = Null<Integer>() |
Extra arguments for Margrabe option.