QuantLib: OneAssetOption Class Reference

### A free/open-source library for quantitative finance

# OneAssetOption Class Reference

`#include <ql/instruments/oneassetoption.hpp>`

Inheritance diagram for OneAssetOption:

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List of all members.

## Detailed Description

Base class for options on a single asset.

## Public Member Functions
| OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &)
void | fetchResults (const PricingEngine::results *) const
Instrument interface
bool | isExpired () const
| returns whether the instrument is still tradable.
greeks
Real | delta () const
Real | deltaForward () const
Real | elasticity () const
Real | gamma () const
Real | theta () const
Real | thetaPerDay () const
Real | vega () const
Real | rho () const
Real | dividendRho () const
Real | strikeSensitivity () const
Real | itmCashProbability () const
## Protected Member Functions
void | setupExpired () const
## Protected Attributes
Real | delta_
Real | deltaForward_
Real | elasticity_
Real | gamma_
Real | theta_
Real | thetaPerDay_
Real | vega_
Real | rho_
Real | dividendRho_
Real | strikeSensitivity_
Real | itmCashProbability_
## Classes
class | results
| Results from single-asset option calculation More...

## Member Function Documentation

void fetchResults | ( | const PricingEngine::results * | r | ) | const`[virtual]`

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.

Reimplemented from Instrument.

Reimplemented in ForwardVanillaOption, QuantoForwardVanillaOption, and QuantoVanillaOption.

void setupExpired | ( |  | ) | const`[protected, virtual]`

This method must leave the instrument in a consistent state when the expiration condition is met.

Reimplemented from Instrument.