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Sourcecode: quantlib version File versions  Download package

void QuantLib::QuantoForwardVanillaOption::setupExpired (  )  const [private, virtual]

This method must leave the instrument in a consistent state when the expiration condition is met.

Reimplemented from QuantLib::OneAssetOption.

Definition at line 53 of file quantoforwardvanillaoption.cpp.

References QuantLib::OneAssetOption::setupExpired().

                                                        {
        ForwardVanillaOption::setupExpired();
        qvega_ = qrho_ = qlambda_ = 0.0;
    }


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