Extra arguments for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
Public Member Functions | |
void | validate () const |
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void | validate () const |
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virtual void | validate () const =0 |
Public Attributes | |
Integer | Q1 |
Integer | Q2 |
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boost::shared_ptr< Payoff > | payoff |
boost::shared_ptr< Exercise > | exercise |
Extra arguments for Margrabe option.