EquityOptionPositionInstrumentWrapper::arguments Class Reference

Inheritance diagram for EquityOptionPositionInstrumentWrapper::arguments:

Public Member Functions
void	validate () const override

Public Attributes
Real	quantity_
std::vector< boost::shared_ptr< QuantLib::VanillaOption > >	options_
std::vector< Real >	weights_
std::vector< Real >	positions_
std::vector< Handle< Quote > >	fxConversion_
Handle< Quote >	npvCcyConversion_