QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

VanillaOptionArguments Class Reference #include <vanillaengines.hpp> Inheritance diagram for VanillaOptionArguments: [legend]List of all members. Detailed Description arguments for vanilla option calculation Public Member Functions void  validate () const Public Attributes Handle< Payoff >  payoff double  underlying RelinkableHandle< TermStructure >  riskFreeTS RelinkableHandle< TermStructure >  dividendTS RelinkableHandle< BlackVolTermStructure >  volTS Exercise::Type  exerciseType std::vector< Time >  stoppingTimes Time  maturity The documentation for this class was generated from the following file: ql/PricingEngines/vanillaengines.hpp

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