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void QuantLib::ForwardVanillaOption::setupArguments ( 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 QuantLib::OneAssetStrikedOption.

Definition at line 34 of file forwardvanillaoption.cpp.

References QuantLib::ForwardOptionArguments< ArgumentsType >::moneyness, QL_REQUIRE, QuantLib::ForwardOptionArguments< ArgumentsType >::resetDate, and QuantLib::OneAssetStrikedOption::setupArguments().

                                                                   {
        VanillaOption::setupArguments(args);
        ForwardVanillaOption::arguments* arguments =
            dynamic_cast<ForwardVanillaOption::arguments*>(args);
        QL_REQUIRE(arguments != 0, "wrong argument type");

        arguments->moneyness = moneyness_;
        arguments->resetDate = resetDate_;

    }


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