OneAssetStrikedOption Class Reference
#include <ql/Instruments/oneassetstrikedoption.hpp>
Inheritance diagram for OneAssetStrikedOption:

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
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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. |
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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. |
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This method must leave the instrument in a consistent state when the expiration condition is met. Reimplemented from OneAssetOption. Reimplemented in QuantoVanillaOption. |