MultiLegOption Class Reference

Inheritance diagram for MultiLegOption:

Classes
class	arguments
class	results
class	engine

Public Member Functions
	MultiLegOption (const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const QuantLib::ext::shared_ptr< Exercise > &exercise=QuantLib::ext::shared_ptr< Exercise >(), const Settlement::Type settlementType=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC, const std::vector< Date > &settlementDates={}, const bool midCouponExericse=false, const Period &noticePeriod=0 *Days, const Calendar &noticeCalendar=NullCalendar(), const BusinessDayConvention noticeConvention=Following)
	exercise = nullptr means that the instrument is identical to the underlying itself (i.e. a swap)
const std::vector< Leg > &	legs () const
const std::vector< bool > &	payer () const
const std::vector< Currency > &	currency () const
const QuantLib::ext::shared_ptr< Exercise >	exercise () const
const Settlement::Type	settlementType () const
const Settlement::Method	settlementMethod () const
const std::vector< Date > &	settlementDates ()
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