VanillaStorageOption Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
VanillaStorageOption Class Reference

base option class More...

`#include <ql/instruments/vanillastorageoption.hpp>`

Inheritance diagram for VanillaStorageOption:
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List of all members.

## Public Member Functions
| VanillaStorageOption (const boost::shared_ptr< BermudanExercise > &ex, Real capacity, Real load, Real changeRate)
bool | isExpired () const
| returns whether the instrument might have value greater than zero.
void | setupArguments (PricingEngine::arguments *) const

## Detailed Description

base option class

## 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.