EuropeanOption Class Reference
[Financial instruments]
#include <ql/instruments/europeanoption.hpp>
Inheritance diagram for EuropeanOption:

Detailed Description
European option on a single asset.
- Examples:
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 >()) |