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 90 of file cdsoption.cpp. References QuantLib::CdsOption::arguments::knocksOut, QL_REQUIRE, QuantLib::Option::setupArguments(), and QuantLib::CdsOption::arguments::swap. { swap_->setupArguments(args); Option::setupArguments(args); CdsOption::arguments* arguments = dynamic_cast<CdsOption::arguments*>(args); QL_REQUIRE(arguments != 0, "wrong argument type"); arguments->swap = swap_; arguments->knocksOut = knocksOut_; }
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