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

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>()

Detailed Description

Extra arguments for Margrabe option.