EuropeanOption Class Reference
[Financial instruments]

#include <ql/instruments/europeanoption.hpp>

Inheritance diagram for EuropeanOption:

List of all members.


Detailed Description

European option on a single asset.

Examples:

Replication.cpp.


Public Member Functions

 EuropeanOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)