public virtual void setupArguments(IPricingEngineArguments a)
{
OneAssetOption.Arguments args = a as OneAssetOption.Arguments;
Utils.QL_REQUIRE(args != null, () => "incorrect argument type");
exerciseDate_ = args.exercise.lastDate();
payoff_ = args.payoff;
}
public virtual void setupArguments(IPricingEngineArguments a)
{
OneAssetOption.Arguments args = a as OneAssetOption.Arguments;
if (args == null)
{
throw new ApplicationException("incorrect argument type");
}
exerciseDate_ = args.exercise.lastDate();
payoff_ = args.payoff;
}
public virtual void setupArguments(IPricingEngineArguments a)
{
OneAssetOption.Arguments args = a as OneAssetOption.Arguments;
if (args == null)
{
throw new ApplicationException("incorrect argument type");
}
exerciseDate_ = args.exercise.lastDate();
payoff_ = args.payoff;
requiredGridValue_ = ((StrikedTypePayoff)payoff_).strike();
}
public override void setupArguments(IPricingEngineArguments a)
{
base.setupArguments(a);
OneAssetOption.Arguments args = a as OneAssetOption.Arguments;
Utils.QL_REQUIRE(args != null, () => "incorrect argument type");
events_.Clear();
int n = args.exercise.dates().Count;
stoppingTimes_ = new InitializedList <double>(n);
for (int i = 0; i < n; ++i)
{
stoppingTimes_[i] = process_.time(args.exercise.date(i));
}
}
public override void setupArguments(IPricingEngineArguments a)
{
base.setupArguments(a);
OneAssetOption.Arguments args = a as OneAssetOption.Arguments;
if (args == null)
{
throw new ApplicationException("incorrect argument type");
}
events_.Clear();
int n = args.exercise.dates().Count;
stoppingTimes_ = new InitializedList <double>(n);
for (int i = 0; i < n; ++i)
{
stoppingTimes_[i] = process_.time(args.exercise.date(i));
}
}
