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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_pagoda_option.html">PagodaOption</a> </li>
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<!-- doxytag: class="QuantLib::PagodaOption" --><!-- doxytag: inherits="QuantLib::MultiAssetOption" -->
<p>Roofed Asian option on a number of assets.
<a href="class_quant_lib_1_1_pagoda_option.html#details">More...</a></p>
<p><code>#include <ql/experimental/exoticoptions/pagodaoption.hpp></code></p>
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Inheritance diagram for PagodaOption:</div>
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<div class="center"><img src="class_quant_lib_1_1_pagoda_option__inherit__graph.png" border="0" usemap="#_pagoda_option_inherit__map" alt="Inheritance graph"/></div>
<map name="_pagoda_option_inherit__map" id="_pagoda_option_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_multi_asset_option.html" title="Base class for options on multiple assets." alt="" coords="5,6,128,37"/></map>
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<p><a href="class_quant_lib_1_1_pagoda_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_pagoda_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pagoda-option engine base class <a href="class_quant_lib_1_1_pagoda_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="aa24208806aa5411bceaa9c73d090f47b"></a><!-- doxytag: member="QuantLib::PagodaOption::PagodaOption" ref="aa24208806aa5411bceaa9c73d090f47b" args="(const std::vector< Date > &fixingDates, Real roof, Real fraction)" -->
 </td><td class="memItemRight" valign="bottom"><b>PagodaOption</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &fixingDates, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> roof, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> fraction)</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_pagoda_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="a385ec624b35f431becf19c48a3698e07"></a><!-- doxytag: member="QuantLib::PagodaOption::fixingDates_" ref="a385ec624b35f431becf19c48a3698e07" args="" -->
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>fixingDates_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95c0170051dff1bbdc70bbe6cdd63f4c"></a><!-- doxytag: member="QuantLib::PagodaOption::roof_" ref="a95c0170051dff1bbdc70bbe6cdd63f4c" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>roof_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af0abba39c7f061e53d00e11883af4d3f"></a><!-- doxytag: member="QuantLib::PagodaOption::fraction_" ref="af0abba39c7f061e53d00e11883af4d3f" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fraction_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Roofed Asian option on a number of assets. </p>
<p>The payoff is a given fraction multiplied by the minimum between a given roof and the positive portfolio performance. If the performance of the portfolio is below then the payoff is null.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000014">Warning:</a></b></dt><dd>This implementation still does not manage seasoned options.</dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::PagodaOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_pagoda_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_multi_asset_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">MultiAssetOption</a>.</p>
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