VanillaOption Class Reference

#include <ql/Instruments/vanillaoption.hpp>

Inheritance diagram for VanillaOption:

Inheritance graph
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List of all members.

Detailed Description

Vanilla option (no discrete dividends, no barriers) on a single asset.


Public Member Functions

 VanillaOption (const Handle< BlackScholesStochasticProcess > &stochProc, const Handle< StrikedTypePayoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >())

Protected Member Functions

void performCalculations () const


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.


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