VanillaOption Class Reference#include <ql/Instruments/vanillaoption.hpp>
Inheritance diagram for VanillaOption:
[legend]List of all members.
Detailed Description
Vanilla option (no discrete dividends, no barriers) on a single asset.
Member Function Documentation
void performCalculations |
( |
|
) |
const [protected, virtual] |
|
|
In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from OneAssetStrikedOption.
Reimplemented in ForwardVanillaOption, and QuantoVanillaOption. |
|