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Reference manual - version qle_version
Public Member Functions | Public Attributes | List of all members
Ascot::arguments Class Reference
+ Inheritance diagram for Ascot::arguments:

Public Member Functions

void setupArguments (PricingEngine::arguments *) const
 
void validate () const override
 

Public Attributes

Option::Type callPut
 
ext::shared_ptr< Exercise > exercise
 
Real bondQuantity
 
ext::shared_ptr< ConvertibleBond2bond
 
Leg fundingLeg