QuantLib_Option (3) - Linux Man Pages
QuantLib_Option: base option class
QuantLib::Option - base option class
Inherited by MultiAssetOption, OneAssetOption, and Swaption.
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 ()
Related Functions(Note that these are not member functions.)
std::ostream & operator<< (std::ostream &, Option::Type)
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.
Reimplemented in DividendBarrierOption, ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, BarrierOption, CliquetOption, DividendVanillaOption, ForwardVanillaOption, HimalayaOption, ContinuousFloatingLookbackOption, ContinuousFixedLookbackOption, MultiAssetOption, PagodaOption, and Swaption.
Friends And Related Function Documentation
std::ostream & operator<< (std::ostream &, Option::Type) [related]
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