Option Class Reference
base option class More...
#include <ql/option.hpp>
Inheritance diagram for Option:

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) |
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] |