File: class_quant_lib_1_1_option_1_1arguments.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, forky, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (150 lines) | stat: -rw-r--r-- 10,551 bytes parent folder | download 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
 
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Option::arguments Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_option.html">Option</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_option_1_1arguments.html">arguments</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pub-attribs">Public Attributes</a> &#124;
<a href="class_quant_lib_1_1_option_1_1arguments-members.html">List of all members</a>  </div>
  <div class="headertitle">
<div class="title">Option::arguments Class Reference</div>  </div>
</div><!--header-->
<div class="contents">

<p>basic option arguments  
 <a href="class_quant_lib_1_1_option_1_1arguments.html#details">More...</a></p>

<p><code>#include &lt;ql/option.hpp&gt;</code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
  <img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Option::arguments:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_option_1_1arguments__inherit__graph.png" border="0" usemap="#a_option_1_1arguments_inherit__map" alt="Inheritance graph"/></div>
<map name="_option_1_1arguments_inherit__map" id="a_option_1_1arguments_inherit__map">
<area shape="rect" title="basic option arguments" alt="" coords="5,436,135,463"/>
<area shape="rect" href="class_quant_lib_1_1_barrier_option_1_1arguments.html" title="Arguments for barrier option calculation" alt="" coords="183,5,265,32"/>
<area shape="rect" href="class_quant_lib_1_1_cds_option_1_1arguments.html" title="Arguments for CDS&#45;option calculation" alt="" coords="183,56,265,83"/>
<area shape="rect" href="class_quant_lib_1_1_cliquet_option_1_1arguments.html" title="Arguments for cliquet option calculation" alt="" coords="183,107,265,133"/>
<area shape="rect" href="class_quant_lib_1_1_continuous_averaging_asian_option_1_1arguments.html" title="Extra arguments for single&#45;asset continuous&#45;average Asian option." alt="" coords="183,157,265,184"/>
<area shape="rect" href="class_quant_lib_1_1_continuous_fixed_lookback_option_1_1arguments.html" title="Arguments for continuous fixed lookback option calculation" alt="" coords="183,208,265,235"/>
<area shape="rect" href="class_quant_lib_1_1_continuous_floating_lookback_option_1_1arguments.html" title="Arguments for continuous floating lookback option calculation" alt="" coords="183,259,265,285"/>
<area shape="rect" href="class_quant_lib_1_1_discrete_averaging_asian_option_1_1arguments.html" title="Extra arguments for single&#45;asset discrete&#45;average Asian option." alt="" coords="183,309,265,336"/>
<area shape="rect" href="class_quant_lib_1_1_dividend_vanilla_option_1_1arguments.html" title="Arguments for dividend vanilla option calculation" alt="" coords="183,360,265,387"/>
<area shape="rect" href="class_quant_lib_1_1_double_barrier_option_1_1arguments.html" title="Arguments for double barrier option calculation" alt="" coords="183,411,265,437"/>
<area shape="rect" href="class_quant_lib_1_1_float_float_swaption_1_1arguments.html" title="Arguments for cms swaption calculation" alt="" coords="183,461,265,488"/>
<area shape="rect" href="class_quant_lib_1_1_irregular_swaption_1_1arguments.html" title="Arguments for irregular&#45;swaption calculation" alt="" coords="183,512,265,539"/>
<area shape="rect" href="class_quant_lib_1_1_margrabe_option_1_1arguments.html" title="Extra arguments for Margrabe option." alt="" coords="183,563,265,589"/>
<area shape="rect" href="class_quant_lib_1_1_nonstandard_swaption_1_1arguments.html" title="Arguments for nonstandard swaption calculation" alt="" coords="183,613,265,640"/>
<area shape="rect" href="class_quant_lib_1_1_partial_time_barrier_option_1_1arguments.html" title="Arguments for barrier option calculation" alt="" coords="183,664,265,691"/>
<area shape="rect" href="class_quant_lib_1_1_simple_chooser_option_1_1arguments.html" title="Extra arguments for single chooser option." alt="" coords="183,715,265,741"/>
<area shape="rect" href="class_quant_lib_1_1_swaption_1_1arguments.html" title="Arguments for swaption calculation" alt="" coords="183,765,265,792"/>
<area shape="rect" href="class_quant_lib_1_1_two_asset_barrier_option_1_1arguments.html" title="Arguments for two&#45;asset barrier option calculation" alt="" coords="183,816,265,843"/>
<area shape="rect" href="class_quant_lib_1_1_writer_extensible_option_1_1arguments.html" title="Additional arguments for writer&#45;extensible option." alt="" coords="183,867,265,893"/>
<area shape="rect" href="class_quant_lib_1_1_dividend_barrier_option_1_1arguments.html" title="Arguments for dividend barrier option calculation" alt="" coords="313,5,396,32"/>
<area shape="rect" href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option_1_1arguments.html" title="Arguments for continuous partial fixed lookback option calculation" alt="" coords="313,208,396,235"/>
<area shape="rect" href="class_quant_lib_1_1_continuous_partial_floating_lookback_option_1_1arguments.html" title="Arguments for continuous partial floating lookback option calculation" alt="" coords="313,259,396,285"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ab3a68a01a1c7c22bfbd9f3f6d20e7d5a"><td class="memItemLeft" align="right" valign="top"><a id="ab3a68a01a1c7c22bfbd9f3f6d20e7d5a"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><b>validate</b> () const</td></tr>
<tr class="separator:ab3a68a01a1c7c22bfbd9f3f6d20e7d5a"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-attribs"></a>
Public Attributes</h2></td></tr>
<tr class="memitem:af636ed0116f8030541ea48be30708d85"><td class="memItemLeft" align="right" valign="top"><a id="af636ed0116f8030541ea48be30708d85"></a>
ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>payoff</b></td></tr>
<tr class="separator:af636ed0116f8030541ea48be30708d85"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a55d2401c8468ecbd8463c1ca1b7f07a6"><td class="memItemLeft" align="right" valign="top"><a id="a55d2401c8468ecbd8463c1ca1b7f07a6"></a>
ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>exercise</b></td></tr>
<tr class="separator:a55d2401c8468ecbd8463c1ca1b7f07a6"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>basic option arguments </p>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>