Option::arguments Class Reference

#include <ql/option.hpp>

Inheritance diagram for Option::arguments:

Inheritance graph
[legend]
List of all members.

Detailed Description

basic option arguments

Todo:
remove std::vector<Time> stoppingTimes

how to handle strike-less option (asian average strike, forward, etc.)?


Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoffpayoff
boost::shared_ptr< Exerciseexercise
std::vector< TimestoppingTimes


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen