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QuantLib_Option
Langue: en
Version: 377577 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::Option -base option class
SYNOPSIS
#include <ql/option.hpp>
Inherits QuantLib::Instrument.
Inherited by CdsOption, MultiAssetOption, OneAssetOption, and Swaption.
Classes
class arguments
basic option arguments
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)
Detailed Description
base option class
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 CompoundOption, CdsOption, HimalayaOption, PagodaOption, DividendBarrierOption, ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, BarrierOption, CliquetOption, DividendVanillaOption, ForwardVanillaOption, ContinuousFloatingLookbackOption, ContinuousFixedLookbackOption, MultiAssetOption, and Swaption.
Friends And Related Function Documentation
std::ostream & operator<< (std::ostream &, Option::Type) [related]
Author
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Contenus ©2006-2024 Benjamin Poulain
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