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_; }
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_; }