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Reference manual - version qle_version
CashSettledEuropeanOption::arguments Class Reference
Inheritance diagram for CashSettledEuropeanOption::arguments:

Public Member Functions

void validate () const override

Public Attributes

QuantLib::Date paymentDate
bool automaticExercise
QuantLib::ext::shared_ptr< QuantLib::Index > underlying
bool exercised
QuantLib::Real priceAtExercise
QuantLib::ext::shared_ptr< QuantExt::FxIndexfxIndex
std::optional< QuantLib::Date > cashSettlementFxFixingDate