QuantLib_EuropeanOption

Langue: en

Autres versions - même langue

Version: 380519 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

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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