- QuantLib
- VanillaStorageOption
base option class More...
#include <ql/instruments/vanillastorageoption.hpp>
Public Member Functions | |
VanillaStorageOption (const boost::shared_ptr< BermudanExercise > &ex, Real capacity, Real load, Real changeRate) | |
bool | isExpired () const |
returns whether the instrument might have value greater than zero. | |
void | setupArguments (PricingEngine::arguments *) const |
base option class
void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.