- 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] |