QuantLib: MargrabeOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Public Attributes | List of all members
MargrabeOption::arguments Class Reference

Extra arguments for Margrabe option. More...

`#include <ql/experimental/exoticoptions/margrabeoption.hpp>`

Inheritance diagram for MargrabeOption::arguments:
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## Public Member Functions
void | validate () const
Public Member Functions inherited from Option::arguments
void | validate () const

## Public Attributes
Integer | Q1
Integer | Q2
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff > | payoff
ext::shared_ptr< Exercise > | exercise

## Detailed Description

Extra arguments for Margrabe option.