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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>
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<!-- doxytag: class="QuantLib::VanillaStorageOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>base option class
<a href="class_quant_lib_1_1_vanilla_storage_option.html#details">More...</a></p>
<p><code>#include <ql/instruments/vanillastorageoption.hpp></code></p>
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Inheritance diagram for VanillaStorageOption:</div>
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<p><a href="class_quant_lib_1_1_vanilla_storage_option-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4082442772cb2df54c98993cae338371"></a><!-- doxytag: member="QuantLib::VanillaStorageOption::VanillaStorageOption" ref="a4082442772cb2df54c98993cae338371" args="(const boost::shared_ptr< BermudanExercise > &ex, Real capacity, Real load, Real changeRate)" -->
 </td><td class="memItemRight" valign="bottom"><b>VanillaStorageOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_bermudan_exercise.html">BermudanExercise</a> > &ex, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> capacity, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> load, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> changeRate)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::VanillaStorageOption::isExpired" ref="a274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_storage_option.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br/></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_vanilla_storage_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base option class </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::VanillaStorageOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_vanilla_storage_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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