MargrabeOption::arguments Class Reference
Extra arguments for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
Inheritance diagram for MargrabeOption::arguments:

Public Member Functions | |
void | validate () const |
Public Attributes | |
Integer | Q1 |
Integer | Q2 |
Detailed Description
Extra arguments for Margrabe option.