- QuantLib
- Option
base option class More...
#include <ql/option.hpp>

Classes | |
| class | arguments |
| basic option arguments More... | |
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) |
base option class
| 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 Swaption, DiscreteAveragingAsianOption, VanillaSwingOption, ContinuousFixedLookbackOption, DividendVanillaOption, ForwardVanillaOption, CdsOption, CliquetOption, WriterExtensibleOption, MultiAssetOption, HimalayaOption, PagodaOption, BarrierOption, DividendBarrierOption, ContinuousAveragingAsianOption, CompoundOption, VanillaStorageOption, MargrabeOption, SimpleChooserOption, and ContinuousFloatingLookbackOption.
| std::ostream & operator<< | ( | std::ostream & | , |
| Option::Type | |||
| ) | [related] |