Option Class Reference

#include <ql/option.hpp>

Inheritance diagram for Option:

Inheritance graph
[legend]
List of all members.

Detailed Description

base option class


Public Types

enum  Type { Put = -1, Call = 1 }

Public Member Functions

 Option (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())

Protected Attributes

boost::shared_ptr< Payoffpayoff_
boost::shared_ptr< Exerciseexercise_

Related Functions

(Note that these are not member functions.)

std::ostream & operator<< (std::ostream &, Option::Type)

Classes

class  arguments
 basic option arguments More...


Friends And Related Function Documentation

std::ostream & operator<< ( std::ostream &  ,
Option::Type   
) [related]