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 Member Functions inherited from Option::arguments
void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

Integer Q1
 
Integer Q2
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Extra arguments for Margrabe option.