- QuantLib
- VanillaOption
 
Vanilla option (no discrete dividends, no barriers) on a single asset. More...
#include <ql/instruments/vanillaoption.hpp>

| Public Member Functions | |
| VanillaOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &) | |
| Volatility | impliedVolatility (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | 
Vanilla option (no discrete dividends, no barriers) on a single asset.
| Volatility impliedVolatility | ( | Real | price, | 
| const boost::shared_ptr< GeneralizedBlackScholesProcess > & | process, | ||
| Real | accuracy = 1.0e-4, | ||
| Size | maxEvaluations = 100, | ||
| Volatility | minVol = 1.0e-7, | ||
| Volatility | maxVol = 4.0 | ||
| ) | const |