QuantLib_EuropeanOption man page

EuropeanOption — European option on a single asset.  

Synopsis

#include <ql/instruments/europeanoption.hpp>

Inherits VanillaOption.

Public Member Functions

EuropeanOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)

Additional Inherited Members

Detailed Description

European option on a single asset.

Examples: Replication.cpp.

Author

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Referenced By

The man page EuropeanOption(3) is an alias of QuantLib_EuropeanOption(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib