Option Class Reference
#include <ql/option.hpp>
Inheritance diagram for Option:

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< Payoff > | payoff_ |
boost::shared_ptr< Exercise > | exercise_ |
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] |