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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2004 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/Instruments/cliquetoption.hpp>

namespace QuantLib {

                   const boost::shared_ptr<StochasticProcess>& process,
                   const boost::shared_ptr<PercentageStrikePayoff>& payoff,
                   const boost::shared_ptr<EuropeanExercise>& maturity,
                   const std::vector<Date>& resetDates,
                   const boost::shared_ptr<PricingEngine>& engine)
    : OneAssetStrikedOption(process,payoff,maturity,engine),
      resetDates_(resetDates) {}

00034     void CliquetOption::setupArguments(Arguments* args) const {
        // set accrued coupon, last fixing, caps, floors
        CliquetOption::arguments* moreArgs =
        QL_REQUIRE(moreArgs != 0,
                   "wrong engine type");
        moreArgs->resetDates = resetDates_;

    void CliquetOption::arguments::validate() const {
        #if defined(QL_PATCH_MSVC6)
        OneAssetStrikedOption::arguments copy = *this;

        boost::shared_ptr<PercentageStrikePayoff> moneyness =
                   "wrong payoff type");
        QL_REQUIRE(moneyness->strike() > 0.0,
                   "negative or zero moneyness given");
        QL_REQUIRE(accruedCoupon == Null<Real>() || accruedCoupon >= 0.0,
                   "negative accrued coupon");
        QL_REQUIRE(localCap == Null<Real>() || localCap >= 0.0,
                   "negative local cap");
        QL_REQUIRE(localFloor == Null<Real>() || localFloor >= 0.0,
                   "negative local floor");
        QL_REQUIRE(globalCap == Null<Real>() || globalCap >= 0.0,
                   "negative global cap");
        QL_REQUIRE(globalFloor == Null<Real>() || globalFloor >= 0.0,
                   "negative global floor");
                   "no reset dates given");
        for (Size i = 0; i < resetDates.size(); i++) {
            QL_REQUIRE(exercise->lastDate() > resetDates[i],
                       "reset date greater or equal to maturity");
            QL_REQUIRE(i == 0 || resetDates[i] > resetDates[i-1],
                       "unsorted reset dates");


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