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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_one_asset_option.html">OneAssetOption</a></div>
<h1>OneAssetOption Class Reference</h1><!-- doxytag: class="QuantLib::OneAssetOption" --><!-- doxytag: inherits="QuantLib::Option" --><code>#include <ql/instruments/oneassetoption.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for OneAssetOption:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_one_asset_option__inherit__graph.png" border="0" usemap="#_one_asset_option__inherit__map" alt="Inheritance graph"></center>
<map name="_one_asset_option__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_barrier_option.html" title="Barrier option on a single asset." alt="" coords="364,5,471,32"><area shape="rect" href="class_quant_lib_1_1_cliquet_option.html" title="cliquet (Ratchet) option" alt="" coords="363,56,472,83"><area shape="rect" href="class_quant_lib_1_1_continuous_averaging_asian_option.html" title="Continuous-averaging Asian option." alt="" coords="300,107,535,133"><area shape="rect" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html" title="Continuous-fixed lookback option." alt="" coords="303,157,532,184"><area shape="rect" href="class_quant_lib_1_1_continuous_floating_lookback_option.html" title="Continuous-floating lookback option." alt="" coords="293,208,541,235"><area shape="rect" href="class_quant_lib_1_1_discrete_averaging_asian_option.html" title="Discrete-averaging Asian option." alt="" coords="309,259,525,285"><area shape="rect" href="class_quant_lib_1_1_dividend_vanilla_option.html" title="Single-asset vanilla option (no barriers) with discrete dividends." alt="" coords="337,309,497,336"><area shape="rect" href="class_quant_lib_1_1_forward_vanilla_option.html" title="Forward version of a vanilla option" alt="" coords="339,360,496,387"><area shape="rect" href="class_quant_lib_1_1_quanto_vanilla_option.html" title="quanto version of a vanilla option" alt="" coords="341,411,493,437"><area shape="rect" href="class_quant_lib_1_1_vanilla_option.html" title="Vanilla option (no discrete dividends, no barriers) on a single asset." alt="" coords="365,461,469,488"><area shape="rect" href="class_quant_lib_1_1_option.html" title="base option class" alt="" coords="5,233,69,260"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_one_asset_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base class for options on a single asset. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="37d5286d7f67293ed85908da33ac5df5"></a><!-- doxytag: member="QuantLib::OneAssetOption::OneAssetOption" ref="37d5286d7f67293ed85908da33ac5df5" args="(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &)" -->
</td><td class="memItemRight" valign="bottom"><b>OneAssetOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_asset_option.html#a0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Instrument interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::OneAssetOption::isExpired" ref="274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_asset_option.html#274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument is still tradable. <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">greeks</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2397bf69d6801e3328c9273143c87ce6"></a><!-- doxytag: member="QuantLib::OneAssetOption::delta" ref="2397bf69d6801e3328c9273143c87ce6" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dff13c5db3dc12f768cdf4d4cc5b8f"></a><!-- doxytag: member="QuantLib::OneAssetOption::deltaForward" ref="46dff13c5db3dc12f768cdf4d4cc5b8f" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>deltaForward</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="789f1dd91bf031b93eecd46b14154c75"></a><!-- doxytag: member="QuantLib::OneAssetOption::elasticity" ref="789f1dd91bf031b93eecd46b14154c75" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>elasticity</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c03665ff1c1e1f9fbbf077d4fb5da13"></a><!-- doxytag: member="QuantLib::OneAssetOption::gamma" ref="2c03665ff1c1e1f9fbbf077d4fb5da13" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gamma</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a00901daf5bbc66f00e4772cbe0c98f"></a><!-- doxytag: member="QuantLib::OneAssetOption::theta" ref="7a00901daf5bbc66f00e4772cbe0c98f" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>theta</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9665eeab5371536361d56dba7fa61a76"></a><!-- doxytag: member="QuantLib::OneAssetOption::thetaPerDay" ref="9665eeab5371536361d56dba7fa61a76" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>thetaPerDay</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b972bc3d0a5ecbecb82c91b76d6e3ba"></a><!-- doxytag: member="QuantLib::OneAssetOption::vega" ref="7b972bc3d0a5ecbecb82c91b76d6e3ba" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>vega</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e74bed9ddc465f1211381d725c945bb"></a><!-- doxytag: member="QuantLib::OneAssetOption::rho" ref="9e74bed9ddc465f1211381d725c945bb" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rho</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3275ba91d38e97f6cec10e3ade7f5f81"></a><!-- doxytag: member="QuantLib::OneAssetOption::dividendRho" ref="3275ba91d38e97f6cec10e3ade7f5f81" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dividendRho</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfc72cb510f6de42cc315f39a34da0a7"></a><!-- doxytag: member="QuantLib::OneAssetOption::strikeSensitivity" ref="cfc72cb510f6de42cc315f39a34da0a7" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>strikeSensitivity</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee3252e0cf020c5878f35dae85bd1107"></a><!-- doxytag: member="QuantLib::OneAssetOption::itmCashProbability" ref="ee3252e0cf020c5878f35dae85bd1107" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>itmCashProbability</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_asset_option.html#1ea01b653cd3880c3e5d8bc34af412d3">setupExpired</a> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="01517fec56e5a81589c2b6f4b5681c45"></a><!-- doxytag: member="QuantLib::OneAssetOption::delta_" ref="01517fec56e5a81589c2b6f4b5681c45" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b669bbc739527b70836d41884503892"></a><!-- doxytag: member="QuantLib::OneAssetOption::deltaForward_" ref="9b669bbc739527b70836d41884503892" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>deltaForward_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="103d5812ee2f5850244c1d475cc16bb7"></a><!-- doxytag: member="QuantLib::OneAssetOption::elasticity_" ref="103d5812ee2f5850244c1d475cc16bb7" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>elasticity_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="88c6756db7fb1136217d5e4f3fe88885"></a><!-- doxytag: member="QuantLib::OneAssetOption::gamma_" ref="88c6756db7fb1136217d5e4f3fe88885" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gamma_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ca0ebc8ec96d11c5542cd549f01db16"></a><!-- doxytag: member="QuantLib::OneAssetOption::theta_" ref="5ca0ebc8ec96d11c5542cd549f01db16" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>theta_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c410d11a4e9ec30e8d15881d4c9cd515"></a><!-- doxytag: member="QuantLib::OneAssetOption::thetaPerDay_" ref="c410d11a4e9ec30e8d15881d4c9cd515" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>thetaPerDay_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c212193f9c0fd38b46c202f42e9ec5b"></a><!-- doxytag: member="QuantLib::OneAssetOption::vega_" ref="7c212193f9c0fd38b46c202f42e9ec5b" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>vega_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98f57706bc57f4e14ca8c8cb1cfa213b"></a><!-- doxytag: member="QuantLib::OneAssetOption::rho_" ref="98f57706bc57f4e14ca8c8cb1cfa213b" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rho_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6c7b39d5c2301630075ba6e2b4b179db"></a><!-- doxytag: member="QuantLib::OneAssetOption::dividendRho_" ref="6c7b39d5c2301630075ba6e2b4b179db" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dividendRho_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d618eb552fd12a281b63c0e1f61331a8"></a><!-- doxytag: member="QuantLib::OneAssetOption::strikeSensitivity_" ref="d618eb552fd12a281b63c0e1f61331a8" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>strikeSensitivity_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd2b2c1226fed076988f92801a2688e5"></a><!-- doxytag: member="QuantLib::OneAssetOption::itmCashProbability_" ref="cd2b2c1226fed076988f92801a2688e5" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>itmCashProbability_</b></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<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_one_asset_option_1_1results.html">results</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Results from single-asset option calculation <a href="class_quant_lib_1_1_one_asset_option_1_1results.html#_details">More...</a><br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="a0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::OneAssetOption::fetchResults" ref="a0a3105ddebcff9f233fb76a8a31fafe" args="(const PricingEngine::results *) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">void fetchResults </td>
<td>(</td>
<td class="paramtype">const PricingEngine::results * </td>
<td class="paramname"> <em>r</em> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a0a3105ddebcff9f233fb76a8a31fafe">Instrument</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">ForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">QuantoForwardVanillaOption</a>, and <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">QuantoVanillaOption</a>.</p>
</div>
</div><p>
<a class="anchor" name="1ea01b653cd3880c3e5d8bc34af412d3"></a><!-- doxytag: member="QuantLib::OneAssetOption::setupExpired" ref="1ea01b653cd3880c3e5d8bc34af412d3" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">void setupExpired </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [protected, virtual]</code></td>
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</table>
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<div class="memdoc">
<p>
This method must leave the instrument in a consistent state when the expiration condition is met.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#1ea01b653cd3880c3e5d8bc34af412d3">Instrument</a>.</p>
</div>
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