26#ifndef quantlib_oneasset_option_hpp
27#define quantlib_oneasset_option_hpp
39 const ext::shared_ptr<Exercise>&);
82 OneAssetOption::results> {};
template base class for option pricing engines
additional option results
more additional option results
Results from single-asset option calculation
Base class for options on a single asset.
bool isExpired() const override
returns whether the instrument might have value greater than zero.
Real itmCashProbability() const
Real strikeSensitivity() const
void setupExpired() const override
void fetchResults(const PricingEngine::results *) const override
Real deltaForward() const