Option::arguments Class Reference

#include <ql/option.hpp>

List of all members.


Detailed Description

basic option arguments

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


Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoffpayoff
boost::shared_ptr< Exerciseexercise
std::vector< Time > stoppingTimes