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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Additional arguments for writer-extensible options. More...
#include <ql/instruments/writerextensibleoption.hpp>
Public Member Functions | |
| void | validate () const override |
| Public Member Functions inherited from Option::arguments | |
| void | validate () const override |
Public Attributes | |
| ext::shared_ptr< Payoff > | payoff2 |
| ext::shared_ptr< Exercise > | exercise2 |
| Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Additional arguments for writer-extensible options.