Option Class Reference

base option class More...

#include <ql/option.hpp>

Inheritance diagram for Option:

Classes
class	arguments
	basic option arguments More...

Public Types
enum	Type { Put = -1, Call = 1 }
Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator

Public Member Functions
	Option (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void	setupArguments (PricingEngine::arguments *) const
boost::shared_ptr< Payoff >	payoff ()
boost::shared_ptr< Exercise >	exercise ()
Public Member Functions inherited from Instrument
virtual void	fetchResults (const PricingEngine::results *) const
Real	NPV () const
	returns the net present value of the instrument.
Real	errorEstimate () const
	returns the error estimate on the NPV when available.
const Date &	valuationDate () const
	returns the date the net present value refers to.
template<typename T >
T	result (const std::string &tag) const
	returns any additional result returned by the pricing engine.
const std::map< std::string, boost::any > &	additionalResults () const
	returns all additional result returned by the pricing engine.
virtual bool	isExpired () const =0
	returns whether the instrument might have value greater than zero.
void	setPricingEngine (const boost::shared_ptr< PricingEngine > &)
	set the pricing engine to be used. More...
Public Member Functions inherited from LazyObject
void	update ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
void	alwaysForwardNotifications ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const boost::shared_ptr< Observable > &)
void	registerWithObservables (const boost::shared_ptr< Observer > &)
Size	unregisterWith (const boost::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Protected Attributes
boost::shared_ptr< Payoff >	payoff_
boost::shared_ptr< Exercise >	exercise_
Protected Attributes inherited from Instrument
boost::shared_ptr< PricingEngine >	engine_
Real	NPV_
Real	errorEstimate_
Date	valuationDate_
std::map< std::string, boost::any >	additionalResults_
Protected Attributes inherited from LazyObject
bool	calculated_
bool	frozen_
bool	alwaysForward_

Related Functions
(Note that these are not member functions.)
std::ostream &	operator<< (std::ostream &, Option::Type)

Additional Inherited Members
Protected Member Functions inherited from Instrument
void	calculate () const
virtual void	setupExpired () const
virtual void	performCalculations () const
Protected Member Functions inherited from LazyObject

Detailed Description

base option class

Member Function Documentation

setupArguments()

void setupArguments ( PricingEngine::arguments *  ) const

virtual

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

Reimplemented from Instrument.

Friends And Related Function Documentation

operator<<()

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

related