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
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, ContinuousFixedLookbackOption, 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.