QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
instruments
europeanoption.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2004, 2007 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_european_option_hpp
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#define quantlib_european_option_hpp
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#include <ql/instruments/vanillaoption.hpp>
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namespace
QuantLib
{
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class
EuropeanOption
:
public
VanillaOption
{
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public
:
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EuropeanOption
(
const
ext::shared_ptr<StrikedTypePayoff>&,
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const
ext::shared_ptr<Exercise>&);
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};
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}
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#endif
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QuantLib::EuropeanOption
European option on a single asset.
Definition:
europeanoption.hpp:33
QuantLib::VanillaOption
Vanilla option (no discrete dividends, no barriers) on a single asset.
Definition:
vanillaoption.hpp:38
QuantLib
Definition:
any.hpp:35
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