示例#1
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            base.setupArguments(args);

            ContinuousAveragingAsianOption.Arguments moreArgs = args as ContinuousAveragingAsianOption.Arguments;
            Utils.QL_REQUIRE(moreArgs != null, () => "wrong argument type");
            moreArgs.averageType = averageType_;
        }
示例#2
0
        public override void setupArguments(IPricingEngineArguments args)
        {
            base.setupArguments(args);

            ContinuousAveragingAsianOption.Arguments moreArgs = args as ContinuousAveragingAsianOption.Arguments;
            if (!(moreArgs != null))
            {
                throw new Exception("wrong argument type");
            }
            moreArgs.averageType = averageType_;
        }