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void QuantLib::Option::setupArguments ( PricingEngine::arguments *   )  const [inline, virtual, inherited]

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.

Reimplemented in QuantLib::CompoundOption, QuantLib::CdsOption, QuantLib::HimalayaOption, QuantLib::PagodaOption, QuantLib::DividendBarrierOption, QuantLib::ContinuousAveragingAsianOption, QuantLib::DiscreteAveragingAsianOption, QuantLib::BarrierOption, QuantLib::CliquetOption, QuantLib::DividendVanillaOption, QuantLib::ForwardVanillaOption, QuantLib::ContinuousFloatingLookbackOption, QuantLib::ContinuousFixedLookbackOption, QuantLib::MultiAssetOption, and QuantLib::Swaption.

Definition at line 95 of file option.hpp.

References QuantLib::Option::arguments::exercise, QuantLib::Option::arguments::payoff, and QL_REQUIRE.

Referenced by QuantLib::ContinuousFixedLookbackOption::setupArguments(), QuantLib::ContinuousFloatingLookbackOption::setupArguments(), QuantLib::ForwardVanillaOption::setupArguments(), QuantLib::DividendVanillaOption::setupArguments(), QuantLib::CliquetOption::setupArguments(), QuantLib::BarrierOption::setupArguments(), QuantLib::ContinuousAveragingAsianOption::setupArguments(), QuantLib::DiscreteAveragingAsianOption::setupArguments(), QuantLib::CdsOption::setupArguments(), and QuantLib::CompoundOption::setupArguments().

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

        arguments->payoff = payoff_;
        arguments->exercise = exercise_;
    }


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