OutperformanceOption::arguments Class Reference

Arguments for Outperformance option calculation More...

#include <qle/instruments/outperformanceoption.hpp>

Inheritance diagram for OutperformanceOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< Exercise >	exercise
Option::Type	optionType
Real	strikeReturn
Real	initialValue1
Real	initialValue2
Real	notional
Real	knockInPrice
Real	knockOutPrice
QuantLib::ext::shared_ptr< QuantExt::FxIndex >	fxIndex1
QuantLib::ext::shared_ptr< QuantExt::FxIndex >	fxIndex2

Detailed Description

Arguments for Outperformance option calculation