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void QuantLib::VarianceOption::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 QuantLib::Instrument.

Definition at line 33 of file varianceoption.cpp.

References QL_REQUIRE.

        VarianceOption::arguments* arguments =
        QL_REQUIRE(arguments != 0, "wrong argument type");

        arguments->payoff = payoff_;
        arguments->notional = notional_;
        arguments->startDate = startDate_;
        arguments->maturityDate = maturityDate_;

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