base option class More...

#include <ql/option.hpp>

Inheritance diagram for Option:

List of all members.

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< Payoffpayoff ()
boost::shared_ptr< Exerciseexercise ()

Protected Attributes

boost::shared_ptr< Payoffpayoff_
boost::shared_ptr< Exerciseexercise_

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, MargrabeOption, PagodaOption, SimpleChooserOption, 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]