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void QuantLib::CliquetOption::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::Option.

Definition at line 32 of file cliquetoption.cpp.

References QL_REQUIRE, QuantLib::CliquetOption::arguments::resetDates, and QuantLib::Option::setupArguments().

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


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