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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_simple_chooser_option.html">SimpleChooserOption</a> </li>
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<div class="title">SimpleChooserOption Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::SimpleChooserOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>Simple chooser option.
<a href="class_quant_lib_1_1_simple_chooser_option.html#details">More...</a></p>
<p><code>#include <ql/experimental/exoticoptions/simplechooseroption.hpp></code></p>
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Inheritance diagram for SimpleChooserOption:</div>
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<p><a href="class_quant_lib_1_1_simple_chooser_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_simple_chooser_option_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Extra arguments for single chooser option. <a href="class_quant_lib_1_1_simple_chooser_option_1_1arguments.html#details">More...</a><br/></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_simple_chooser_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Simple chooser option engine base class. <a href="class_quant_lib_1_1_simple_chooser_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="a123b62d417651e92e1e578e808cb610f"></a><!-- doxytag: member="QuantLib::SimpleChooserOption::SimpleChooserOption" ref="a123b62d417651e92e1e578e808cb610f" args="(Date choosingDate, Real strike, const boost::shared_ptr< Exercise > &exercise)" -->
 </td><td class="memItemRight" valign="bottom"><b>SimpleChooserOption</b> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> choosingDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise)</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_simple_chooser_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="ab6bfac07dd994474d04abc9acb0b14dc"></a><!-- doxytag: member="QuantLib::SimpleChooserOption::choosingDate_" ref="ab6bfac07dd994474d04abc9acb0b14dc" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>choosingDate_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Simple chooser option. </p>
<p>This option gives the holder the right to choose, at a future date prior to exercise, whether the option should be a call or a put. The exercise date and strike are the same for both call and put option. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::SimpleChooserOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_simple_chooser_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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