EuropeanOption Class Reference
[Financial instruments]

#include <ql/Instruments/europeanoption.hpp>

Inheritance diagram for EuropeanOption:

Inheritance graph
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List of all members.

Detailed Description

European option on a single asset.


Public Member Functions

 EuropeanOption (const boost::shared_ptr< BlackScholesProcess > &, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())


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