Exemplo n.º 1
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            MultiAssetOption.Arguments arguments = args as MultiAssetOption.Arguments;
            Utils.QL_REQUIRE(arguments != null, () => "wrong argument type");

            arguments.payoff   = payoff_;
            arguments.exercise = exercise_;
        }
Exemplo n.º 2
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            MultiAssetOption.Arguments arguments = args as MultiAssetOption.Arguments;
            if (arguments == null)
            {
                throw new ApplicationException("wrong argument type");
            }

            arguments.payoff   = payoff_;
            arguments.exercise = exercise_;
        }