- 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] |