A free/open-source library for quantitative finance
Version 1.2
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
QuantLib
Option
arguments
Public Member Functions
|
Public Attributes
Option::arguments Class Reference
basic option arguments
More...
#include <ql/option.hpp>
Inheritance diagram for Option::arguments:
[
legend
]
List of all members.
Public Member Functions
void
validate
() const
Public Attributes
boost::shared_ptr<
Payoff
>
payoff
boost::shared_ptr<
Exercise
>
exercise
Detailed Description
basic option arguments