Option Class Reference
#include <ql/option.hpp>
Inheritance diagram for Option:
Detailed Description
base option classPublic 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 |
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) |
Classes | |
| class | arguments |
| basic option arguments More... | |
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 ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, BarrierOption, CliquetOption, DividendVanillaOption, ForwardVanillaOption, ContinuousFloatingLookbackOption, ContinuousFixedLookbackOption, MultiAssetOption, and Swaption.
Friends And Related Function Documentation
| std::ostream & operator<< | ( | std::ostream & | , | |
| Option::Type | ||||
| ) | [related] |