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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EuropeanOption(3) is an alias of QuantLib_EuropeanOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib