QuantLib_EuropeanOption (3) - Linux Manuals

QuantLib_EuropeanOption: European option on a single asset.

NAME

QuantLib::EuropeanOption - European option on a single asset.

SYNOPSIS


#include <ql/instruments/europeanoption.hpp>

Inherits QuantLib::VanillaOption.

Public Member Functions


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

Detailed Description

European option on a single asset.

Examples:

Replication.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.