Ascot Class Reference

ascot More...

#include <qle/instruments/ascot.hpp>

Inheritance diagram for Ascot:

Classes
class	arguments
class	engine

Public Member Functions
	Ascot (Option::Type callPut, const ext::shared_ptr< Exercise > &exercise, const Real &bondQuantity, const ext::shared_ptr< ConvertibleBond2 > &bond, const Leg &fundingLeg)
const Option::Type	callPut ()
ext::shared_ptr< Exercise >	exercise ()
const Real	bondQuantity ()
const ext::shared_ptr< ConvertibleBond2 > &	underlyingBond () const
const Leg &	fundingLeg () const
bool	isExpired () const override

Protected Member Functions
void	setupArguments (PricingEngine::arguments *) const override

Protected Attributes
Option::Type	callPut_
ext::shared_ptr< Exercise >	exercise_
Real	bondQuantity_
ext::shared_ptr< ConvertibleBond2 >	bond_
Leg	fundingLeg_

Detailed Description

ascot