QuantLib_Option man page

Option — base option class

Synopsis

#include <ql/option.hpp>

Inherits Instrument.

Inherited by CdsOption, FloatFloatSwaption, IrregularSwaption, MultiAssetOption, NonstandardSwaption, OneAssetOption, Swaption, and TwoAssetBarrierOption.

Classes

class arguments
basic option arguments

Public Types

enum Type { Put = -1, Call = 1 }

Public Member Functions

Option (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise)

void setupArguments (PricingEngine::arguments *) const

boost::shared_ptr< Payoff > payoff ()

boost::shared_ptr< Exercise > exercise ()

Protected Attributes

boost::shared_ptr< Payoff > payoff_

boost::shared_ptr< Exercise > exercise_

Additional Inherited Members

Detailed Description

base option class

Member Function Documentation

void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

exercise(3), exercise_(3), Option(3) and payoff(3) are aliases of QuantLib_Option(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib