BlackMultiLegOptionEngineBase Class Reference

Inheritance diagram for BlackMultiLegOptionEngineBase:

Public Member Functions
	BlackMultiLegOptionEngineBase (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &volatility)

Static Public Member Functions
static bool	instrumentIsHandled (const MultiLegOption &m, std::vector< std::string > &messages)

Protected Member Functions
void	calculate () const

Static Protected Member Functions
static bool	instrumentIsHandled (const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const QuantLib::ext::shared_ptr< Exercise > &exercise, const Settlement::Type &settlementType, const Settlement::Method &settlementMethod, std::vector< std::string > &messages)

Protected Attributes
Handle< YieldTermStructure >	discountCurve_
Handle< SwaptionVolatilityStructure >	volatility_
std::vector< Leg >	legs_
std::vector< bool >	payer_
std::vector< Currency >	currency_
QuantLib::ext::shared_ptr< Exercise >	exercise_
Settlement::Type	settlementType_
Settlement::Method	settlementMethod_
Real	npv_
Real	underlyingNpv_
std::map< std::string, boost::any >	additionalResults_