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QuantLib_Option
Langue: en
Version: 159919 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::Option - base option classSYNOPSIS
#include <ql/option.hpp>
Inherits QuantLib::Instrument.
Inherited by MultiAssetOption, OneAssetOption, and Swaption.
Classes
class arguments
basic 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 class
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]
Author
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