CommodityAveragePriceOption::arguments Class Reference

Arguments for commodity APO calculation More...

#include <qle/instruments/commodityapo.hpp>

Inheritance diagram for CommodityAveragePriceOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
boost::shared_ptr< CommodityIndexedAverageCashFlow >	flow
Real	quantity
Real	strikePrice
Real	accrued
Real	effectiveStrike
Option::Type	type
boost::shared_ptr< FxIndex >	fxIndex
Settlement::Type	settlementType
Settlement::Method	settlementMethod
Real	barrierLevel
Barrier::Type	barrierType
Exercise::Type	barrierStyle

Detailed Description

Arguments for commodity APO calculation