Наследование: IPricingEngineArguments
Пример #1
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            Option.Arguments arguments = args as Option.Arguments;

            if (arguments == null)
            {
                throw new ApplicationException("wrong argument type");
            }

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