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

Detailed Description
Vanilla option (no discrete dividends, no barriers) on a single asset.
- Examples:
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... |