Option Class Reference#include <option.hpp>
Inheritance diagram for Option:
[legend]List of all members.
Detailed Description
base option class - Examples:
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DiscreteHedging.cpp.
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Public Types |
enum | Type { Call,
Put,
Straddle
} |
Public Member Functions |
| Option (const Handle< PricingEngine > &engine, const std::string &isinCode="", const std::string &description="") |
double | errorEstimate () const |
void | setPricingEngine (const Handle< PricingEngine > &) |
Protected Member Functions |
virtual void | setupEngine () const=0 |
virtual void | performCalculations () const |
Protected Attributes |
double | errorEstimate_ |
Handle< PricingEngine > | engine_ |
Member Function Documentation
void performCalculations |
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const [protected, virtual] |
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The documentation for this class was generated from the following files:
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