EuropeanOption Class Reference
[Financial instruments]

#include <ql/instruments/europeanoption.hpp>

Inheritance diagram for EuropeanOption:

Inheritance graph
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List of all members.

Detailed Description

European option on a single asset.

Examples:

Replication.cpp.


Public Member Functions

 EuropeanOption (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 >())