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 Attributes | |
| Integer | Q1 |
| Integer | Q2 |
Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff |
| boost::shared_ptr< Exercise > | exercise |
Extra arguments for Margrabe option.