Option Class Reference

#include <ql/option.hpp>

Inheritance diagram for Option:

Inheritance graph
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List of all members.

Detailed Description

base option class


Public Types

enum  Type { Call, Put, Straddle }

Public Member Functions

 Option (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())

Protected Attributes

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


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