Option::arguments Class Reference

#include <ql/option.hpp>

Inheritance diagram for Option::arguments:

Inheritance graph
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List of all members.

Detailed Description

basic option arguments

Todo:
a) remove std::vector<Time> stoppingTimes b) how to handle strike-less option (asian average strike, forward, etc.)?


Public Member Functions

void validate () const

Public Attributes

Handle< Payoffpayoff
Handle< Exerciseexercise
std::vector< Time > stoppingTimes


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