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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Extra arguments for Margrabe option. More...
#include <margrabeoption.hpp>
Inheritance diagram for MargrabeOption::arguments:
Collaboration diagram for MargrabeOption::arguments:Public Member Functions | |
| arguments ()=default | |
| void | validate () const override |
Public Attributes | |
| Integer | Q1 = Null<Integer>() |
| Integer | Q2 = Null<Integer>() |
Extra arguments for Margrabe option.
Definition at line 59 of file margrabeoption.hpp.
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default |
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override |
Definition at line 66 of file margrabeoption.cpp.
Definition at line 63 of file margrabeoption.hpp.
Definition at line 64 of file margrabeoption.hpp.