SimpleChooserOption Class Reference
Simple chooser option. More...
#include <ql/experimental/exoticoptions/simplechooseroption.hpp>
Inheritance diagram for SimpleChooserOption:

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.