OneAssetStrikedOption Class Reference

#include <ql/instruments/oneassetstrikedoption.hpp>

Inheritance diagram for OneAssetStrikedOption:

Inheritance graph
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List of all members.

Detailed Description

Base class for options on a single asset with striked payoff.


Public Member Functions

 OneAssetStrikedOption (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 >())
void setupArguments (PricingEngine::arguments *) const
void fetchResults (const PricingEngine::results *) const
greeks
Real strikeSensitivity () const

Protected Member Functions

void setupExpired () const

Protected Attributes

Real strikeSensitivity_


Member Function Documentation

void fetchResults ( const PricingEngine::results *   )  const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from OneAssetOption.

Reimplemented in ForwardVanillaOption, and QuantoVanillaOption.

void setupExpired (  )  const [protected, virtual]

This method must leave the instrument in a consistent state when the expiration condition is met.

Reimplemented from OneAssetOption.

Reimplemented in QuantoVanillaOption.