QuantLib_Option_arguments (3) Linux Manual Page

QuantLib::Option::arguments – basic option arguments

Synopsis

#include <ql/option.hpp>

Inherits QuantLib::PricingEngine::arguments.

Inherited by arguments, arguments, arguments, and arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoff > payoff

boost::shared_ptr< Exercise > exercise

Detailed Description

basic option arguments

Author

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