Option Class Reference#include <ql/option.hpp>
Inheritance diagram for Option:
[legend]List of all members.
Detailed Description
base option class
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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< Payoff > | payoff_ |
boost::shared_ptr< Exercise > | exercise_ |
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