VanillaStorageOption Class Reference

base option class More...

#include <ql/instruments/vanillastorageoption.hpp>

Inheritance diagram for VanillaStorageOption:

List of all members.

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

Detailed Description

base option class


Member Function Documentation

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.