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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_vanilla_option.html">VanillaOption</a></div>
<h1>VanillaOption Class Reference<br>
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[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::VanillaOption" --><!-- doxytag: inherits="QuantLib::OneAssetStrikedOption" --><code>#include <ql/Instruments/vanillaoption.hpp></code>
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Inheritance diagram for VanillaOption:<p><center><img src="class_quant_lib_1_1_vanilla_option__inherit__graph.png" border="0" usemap="#_vanilla_option__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_vanilla_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Vanilla option (no discrete dividends, no barriers) on a single asset. <dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_equity_option_8cpp-example.html#_a21">EquityOption.cpp</a>.</dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7654ad30a71ec59f835a356d8eb1234d"></a><!-- doxytag: member="QuantLib::VanillaOption::VanillaOption" ref="7654ad30a71ec59f835a356d8eb1234d" args="(const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >())" -->
</td><td class="memItemRight" valign="bottom"><b>VanillaOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &<a class="el" href="class_quant_lib_1_1_vanilla_option_1_1engine.html">engine</a>=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> >())</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_option_1_1engine.html">engine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Vanilla option engine base class. <a href="class_quant_lib_1_1_vanilla_option_1_1engine.html#_details">More...</a><br></td></tr>
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