Ejemplo n.º 1
0
        public override void setupArguments(IPricingEngineArguments a)
        {
            DividendVanillaOption.Arguments args = a as DividendVanillaOption.Arguments;
            Utils.QL_REQUIRE(args != null, () => "incorrect argument type");
            List <Event> events = new List <Event>();

            foreach (Event e in args.cashFlow)
            {
                events.Add(e);
            }
            base.setupArguments(a, events);
        }
Ejemplo n.º 2
0
        public override void setupArguments(IPricingEngineArguments a)
        {
            DividendVanillaOption.Arguments args = a as DividendVanillaOption.Arguments;
            if (args == null)
            {
                throw new ApplicationException("incorrect argument type");
            }
            List <Event> events = new List <Event>();

            foreach (Event e in args.cashFlow)
            {
                events_.Add(e);
            }
            base.setupArguments(a, events);
        }