Option::arguments Class Reference
#include <ql/option.hpp>
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< Payoff > | payoff |
boost::shared_ptr< Exercise > | exercise |
std::vector< Time > | stoppingTimes |