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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_option.html">Option</a></div>
<h1>Option Class Reference</h1><!-- doxytag: class="QuantLib::Option" --><!-- doxytag: inherits="QuantLib::Instrument" --><code>#include <ql/option.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for Option:</div>
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<p><center><img src="class_quant_lib_1_1_option__inherit__graph.png" border="0" usemap="#_option__inherit__map" alt="Inheritance graph"></center>
<map name="_option__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_multi_asset_option.html" title="Base class for options on multiple assets." alt="" coords="5,161,136,188"><area shape="rect" href="class_quant_lib_1_1_one_asset_option.html" title="Base class for options on a single asset." alt="" coords="160,161,285,188"><area shape="rect" href="class_quant_lib_1_1_swaption.html" title="Swaption class" alt="" coords="309,161,389,188"><area shape="rect" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="176,7,269,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
base option class <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Put</b> = -1,
<b>Call</b> = 1
}</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="dfced6b95046a68a31ad8bee9157eb9c"></a><!-- doxytag: member="QuantLib::Option::Option" ref="dfced6b95046a68a31ad8bee9157eb9c" args="(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise)" -->
</td><td class="memItemRight" valign="bottom"><b>Option</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> > &payoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise)</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_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) 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="73cfad8707a6a802108b5bb7e04aca75"></a><!-- doxytag: member="QuantLib::Option::payoff_" ref="73cfad8707a6a802108b5bb7e04aca75" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> > </td><td class="memItemRight" valign="bottom"><b>payoff_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dba475b3e3956c0cc7b1a2934a8941e"></a><!-- doxytag: member="QuantLib::Option::exercise_" ref="3dba475b3e3956c0cc7b1a2934a8941e" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > </td><td class="memItemRight" valign="bottom"><b>exercise_</b></td></tr>
<tr><td colspan="2"><br><h2>Related Functions</h2></td></tr>
<tr><td colspan="2">(Note that these are not member functions.) <br><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_option.html#03bf400e04666eadc73907b0c716739e">operator<<</a> (std::ostream &, Option::Type)</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_option_1_1arguments.html">arguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">basic option arguments <a href="class_quant_lib_1_1_option_1_1arguments.html#_details">More...</a><br></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="ad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::Option::setupArguments" ref="ad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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</table>
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<p>
When a derived argument structure is defined for an instrument, this method should be overridden to fill 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#ad6958108bfaef12bc4ccd6b3d7a7231">Instrument</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">DiscreteAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_barrier_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">BarrierOption</a>, <a class="el" href="class_quant_lib_1_1_cliquet_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">CliquetOption</a>, <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">DividendVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFloatingLookbackOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFixedLookbackOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">MultiAssetOption</a>, and <a class="el" href="class_quant_lib_1_1_swaption.html#ad6958108bfaef12bc4ccd6b3d7a7231">Swaption</a>.</p>
</div>
</div><p>
<hr><h2>Friends And Related Function Documentation</h2>
<a class="anchor" name="03bf400e04666eadc73907b0c716739e"></a><!-- doxytag: member="QuantLib::Option::operator<<" ref="03bf400e04666eadc73907b0c716739e" args="(std::ostream &, Option::Type)" -->
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<td class="memname">std::ostream & operator<< </td>
<td>(</td>
<td class="paramtype">std::ostream & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Option::Type </td>
<td class="paramname"></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"><code> [related]</code></td>
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