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quantlib.js
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"ql/experimental/exoticoptions/margrabeoption"
MargrabeOption
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Arguments
Arguments
Index
Constructors
constructor
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Q1
Q2
_is
Disposed
exercise
payoff
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is
Disposed
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dispose
validate
Constructors
constructor
new
Arguments
(
)
:
Arguments
Returns
Arguments
Properties
Q1
Q1
:
Integer
Q2
Q2
:
Integer
_is
Disposed
_is
Disposed
:
boolean
= false
exercise
exercise
:
Exercise
payoff
payoff
:
Payoff
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
validate
validate
(
)
:
void
Returns
void
Globals
"ql/experimental/exoticoptions/margrabeoption"
Margrabe
Option
Arguments
constructor
Q1
Q2
_is
Disposed
exercise
payoff
is
Disposed
dispose
validate