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<title>Option Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_option.html">Option</a> </li>
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<div class="title">Option Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Option" --><!-- doxytag: inherits="QuantLib::Instrument" -->
<p>base option class
<a href="class_quant_lib_1_1_option.html#details">More...</a></p>
<p><code>#include <ql/option.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Option:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_option__inherit__graph.png" border="0" usemap="#_option_inherit__map" alt="Inheritance graph"/></div>
<map name="_option_inherit__map" id="_option_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_cds_option.html" title="CDS option." alt="" coords="5,166,88,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_multi_asset_option.html" title="Base class for options on multiple assets." alt="" coords="112,166,235,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_one_asset_option.html" title="Base class for options on a single asset." alt="" coords="259,166,376,197"/><area shape="rect" id="node11" href="class_quant_lib_1_1_swaption.html" title="Swaption class" alt="" coords="400,166,475,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="204,6,287,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_option-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" 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>
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" 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"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adfced6b95046a68a31ad8bee9157eb9c"></a><!-- doxytag: member="QuantLib::Option::Option" ref="adfced6b95046a68a31ad8bee9157eb9c" 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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20055b3037f613d7246b9b637768154"></a><!-- doxytag: member="QuantLib::Option::payoff" ref="ad20055b3037f613d7246b9b637768154" 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" align="right" valign="top"><a class="anchor" id="a451a2ea87e8074ea8fba41a3a8281b79"></a><!-- doxytag: member="QuantLib::Option::exercise" ref="a451a2ea87e8074ea8fba41a3a8281b79" 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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a73cfad8707a6a802108b5bb7e04aca75"></a><!-- doxytag: member="QuantLib::Option::payoff_" ref="a73cfad8707a6a802108b5bb7e04aca75" 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" align="right" valign="top"><a class="anchor" id="a3dba475b3e3956c0cc7b1a2934a8941e"></a><!-- doxytag: member="QuantLib::Option::exercise_" ref="a3dba475b3e3956c0cc7b1a2934a8941e" 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"><h2><a name="related"></a>
Related Functions</h2></td></tr>
<tr><td class="ititle" colspan="2"><p>(Note that these are not member functions.) </p>
</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_option.html#a03bf400e04666eadc73907b0c716739e">operator<<</a> (std::ostream &, Option::Type)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base option class </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::Option::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
</tr>
</table>
</div>
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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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#aad6958108bfaef12bc4ccd6b3d7a7231">Instrument</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_swaption.html#aad6958108bfaef12bc4ccd6b3d7a7231">Swaption</a>, <a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">DiscreteAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_vanilla_swing_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">VanillaSwingOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFixedLookbackOption</a>, <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">DividendVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">ForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_cds_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">CdsOption</a>, <a class="el" href="class_quant_lib_1_1_cliquet_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">CliquetOption</a>, <a class="el" href="class_quant_lib_1_1_writer_extensible_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">WriterExtensibleOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">MultiAssetOption</a>, <a class="el" href="class_quant_lib_1_1_himalaya_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">HimalayaOption</a>, <a class="el" href="class_quant_lib_1_1_pagoda_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">PagodaOption</a>, <a class="el" href="class_quant_lib_1_1_barrier_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">BarrierOption</a>, <a class="el" href="class_quant_lib_1_1_dividend_barrier_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">DividendBarrierOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">ContinuousAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_compound_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">CompoundOption</a>, <a class="el" href="class_quant_lib_1_1_vanilla_storage_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">VanillaStorageOption</a>, <a class="el" href="class_quant_lib_1_1_margrabe_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">MargrabeOption</a>, <a class="el" href="class_quant_lib_1_1_simple_chooser_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">SimpleChooserOption</a>, and <a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFloatingLookbackOption</a>.</p>
</div>
</div>
<hr/><h2>Friends And Related Function Documentation</h2>
<a class="anchor" id="a03bf400e04666eadc73907b0c716739e"></a><!-- doxytag: member="QuantLib::Option::operator<<" ref="a03bf400e04666eadc73907b0c716739e" 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>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [related]</code></td>
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