VanillaOption Class Reference
[Financial instruments]

#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.

Examples:

EquityOption.cpp.


Public Member Functions

 VanillaOption (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 >())

Classes

class  engine
 Vanilla option engine base class. More...