OneAssetStrikedOption Class Reference

#include <ql/Instruments/oneassetstrikedoption.hpp>

Inheritance diagram for OneAssetStrikedOption:

Inheritance graph
[legend]
List of all members.

Detailed Description

Base class for options on a single asset with striked payoff.


Public Member Functions

 OneAssetStrikedOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())
void setupArguments (Arguments *) const
void fetchResults (const Results *) const
greeks
Real strikeSensitivity () const

Protected Member Functions

void setupExpired () const

Protected Attributes

Real strikeSensitivity_


Member Function Documentation

void setupArguments 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 OneAssetOption.

Reimplemented in ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, BarrierOption, CliquetOption, DividendVanillaOption, ForwardVanillaOption, QuantoForwardVanillaOption, and QuantoVanillaOption.

void fetchResults const Results  )  const [virtual]
 

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from OneAssetOption.

Reimplemented in ForwardVanillaOption, and QuantoVanillaOption.

void setupExpired  )  const [protected, virtual]
 

This method must leave the instrument in a consistent state when the expiration condition is met.

Reimplemented from OneAssetOption.

Reimplemented in QuantoVanillaOption.