SimpleChooserOption Class Reference

Simple chooser option. More...

#include <ql/experimental/exoticoptions/simplechooseroption.hpp>

Inheritance diagram for SimpleChooserOption:

List of all members.

Classes

class  arguments
 Extra arguments for single chooser option. More...
class  engine
 Simple chooser option engine base class. More...

Public Member Functions

 SimpleChooserOption (Date choosingDate, Real strike, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const

Protected Attributes

Date choosingDate_

Detailed Description

Simple chooser option.

This option gives the holder the right to choose, at a future date prior to exercise, whether the option should be a call or a put. The exercise date and strike are the same for both call and put option.


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.