MultiLegOption Class Reference

Inheritance diagram for MultiLegOption:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	MultiLegOption (const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const boost::shared_ptr< Exercise > &exercise=boost::shared_ptr< Exercise >(), const Settlement::Type settlementType=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC)
void	deepUpdate () override
bool	isExpired () const override
void	setupArguments (PricingEngine::arguments *) const override
void	fetchResults (const PricingEngine::results *) const override
const Date &	maturityDate () const
Real	underlyingNpv () const