ascot
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#include <qle/instruments/ascot.hpp>
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| Ascot (Option::Type callPut, const ext::shared_ptr< Exercise > &exercise, const Real &bondQuantity, const ext::shared_ptr< ConvertibleBond2 > &bond, const Leg &fundingLeg) |
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const Option::Type | callPut () |
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ext::shared_ptr< Exercise > | exercise () |
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const Real | bondQuantity () |
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const ext::shared_ptr< ConvertibleBond2 > & | underlyingBond () const |
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const Leg & | fundingLeg () const |
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bool | isExpired () const override |
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void | setupArguments (PricingEngine::arguments *) const override |
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Option::Type | callPut_ |
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ext::shared_ptr< Exercise > | exercise_ |
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Real | bondQuantity_ |
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ext::shared_ptr< ConvertibleBond2 > | bond_ |
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Leg | fundingLeg_ |
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