Option Class Reference

#include <ql/option.hpp>

Inheritance diagram for Option:

Inheritance graph
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List of all members.

Detailed Description

base option class


Public Types

enum  Type { Call, Put, Straddle }

Public Member Functions

 Option (const Handle< Payoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >())

Protected Attributes

Handle< Payoffpayoff_
Handle< Exerciseexercise_


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