BinaryOption Class Reference

#include <binaryoption.hpp>

Inheritance diagram for BinaryOption:

Inheritance graph
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List of all members.

Detailed Description

Binary (digital) option.


Public Member Functions

 BinaryOption (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility, double cashPayoff)
double value () const
double delta () const
double gamma () const
double theta () const
double vega () const
double rho () const
double dividendRho () const
Handle< SingleAssetOptionclone () const


The documentation for this class was generated from the following files:

QuantLib.org
QuantLib
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