- QuantLib
- SimpleChooserOption
 
Simple chooser option. More...
#include <ql/experimental/exoticoptions/simplechooseroption.hpp>

| Classes | |
| class | arguments | 
| Extra arguments for single chooser option.  More... | |
| class | engine | 
| Simple chooser option engine base class.  More... | |
| Public Member Functions | |
| SimpleChooserOption (Date choosingDate, Real strike, const boost::shared_ptr< Exercise > &exercise) | |
| void | setupArguments (PricingEngine::arguments *) const | 
| Protected Attributes | |
| Date | choosingDate_ | 
Simple chooser option.
This option gives the holder the right to choose, at a future date prior to exercise, whether the option should be a call or a put. The exercise date and strike are the same for both call and put option.
| void setupArguments | ( | PricingEngine::arguments * | ) | const  [virtual] | 
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.