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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<!-- doxytag: class="QuantLib::CompoundOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>Compound option on a single asset.
<a href="class_quant_lib_1_1_compound_option.html#details">More...</a></p>
<p><code>#include <ql/experimental/compoundoption/compoundoption.hpp></code></p>
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Inheritance diagram for CompoundOption:</div>
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<p><a href="class_quant_lib_1_1_compound_option-members.html">List of all members.</a></p>
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Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_compound_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Compound-option engine base class <a href="class_quant_lib_1_1_compound_option_1_1engine.html#details">More...</a><br/></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a5c6c2610e8205d1379c9033042ecb8"></a><!-- doxytag: member="QuantLib::CompoundOption::CompoundOption" ref="a5a5c6c2610e8205d1379c9033042ecb8" args="(const boost::shared_ptr< StrikedTypePayoff > &motherPayoff, const boost::shared_ptr< Exercise > &motherExercise, const boost::shared_ptr< StrikedTypePayoff > &daughterPayoff, const boost::shared_ptr< Exercise > &daughterExercise)" -->
 </td><td class="memItemRight" valign="bottom"><b>CompoundOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &motherPayoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &motherExercise, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &daughterPayoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &daughterExercise)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_compound_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
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Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a60646ed62fb4d9a191e6a3cd9489ba3f"></a><!-- doxytag: member="QuantLib::CompoundOption::motherOption_" ref="a60646ed62fb4d9a191e6a3cd9489ba3f" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_one_asset_option.html">OneAssetOption</a> > </td><td class="memItemRight" valign="bottom"><b>motherOption_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Compound option on a single asset. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::CompoundOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_compound_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>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. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">Option</a>.</p>
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