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

Extra arguments for single chooser option. More...

#include <ql/instruments/simplechooseroption.hpp>

Inheritance diagram for SimpleChooserOption::arguments:

Public Member Functions

void validate () const override
Public Member Functions inherited from Option::arguments
void validate () const override

Public Attributes

Date choosingDate
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
ext::shared_ptr< Exerciseexercise

Detailed Description

Extra arguments for single chooser option.