public override void setupArguments(IPricingEngineArguments a) { DividendVanillaOption.Arguments args = a as DividendVanillaOption.Arguments; Utils.QL_REQUIRE(args != null, () => "incorrect argument type"); List <Event> events = new List <Event>(); foreach (Event e in args.cashFlow) { events.Add(e); } base.setupArguments(a, events); }
public override void setupArguments(IPricingEngineArguments a) { DividendVanillaOption.Arguments args = a as DividendVanillaOption.Arguments; if (args == null) { throw new ApplicationException("incorrect argument type"); } List <Event> events = new List <Event>(); foreach (Event e in args.cashFlow) { events_.Add(e); } base.setupArguments(a, events); }