- QuantLib
- VanillaSwingOption
base option class More...
#include <ql/instruments/vanillaswingoption.hpp>

Public Member Functions | |
| VanillaSwingOption (const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< SwingExercise > &ex, Size minExerciseRights, Size maxExerciseRights) | |
| bool | isExpired () const |
| returns whether the instrument might have value greater than zero. | |
| void | setupArguments (PricingEngine::arguments *) const |
base option class
| void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.