VanillaOptionArguments Class Reference

#include <vanillaengines.hpp>

Inheritance diagram for VanillaOptionArguments:

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Detailed Description

arguments for vanilla option calculation


Public Member Functions

void validate () const

Public Attributes

Handle< Payoffpayoff
double underlying
RelinkableHandle< TermStructureriskFreeTS
RelinkableHandle< TermStructuredividendTS
RelinkableHandle< BlackVolTermStructurevolTS
Exercise::Type exerciseType
std::vector< TimestoppingTimes
Time maturity


The documentation for this class was generated from the following file:

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