strikeSensitivity (3) Linux Manual Page
QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &)…
