- QuantLib
- VanillaSwingOption
base option class More...
#include <ql/instruments/vanillaswingoption.hpp>
Public Member Functions | |
VanillaSwingOption (const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< SwingExercise > &ex, Size minExerciseRights, Size maxExerciseRights) | |
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.