QuantLib_Option (3) Linux Manual Page
QuantLib::Option – base option class
Synopsis
#include <ql/option.hpp>Inherits QuantLib::Instrument.
Inherited by MultiAssetOption, OneAssetOption, and Swaption.
Classes
class argumentsbasic 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_
Related Functions
(Note that these are not member functions.)std::ostream & operator<< (std::ostream &, Option::Type)
Detailed Description
base option classMember 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.