QuantLib_EuropeanOption (3) Linux Manual Page

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

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