QuantLib: Option Class Reference

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

# Option Class Reference

`#include <ql/option.hpp>`

Inheritance diagram for Option:

[legend]

List of all members.

## Detailed Description

base option class

## Public Types
enum | Type { Put = -1, Call = 1 }
## Public Member Functions
| Option (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void | setupArguments (PricingEngine::arguments *) const
## Protected Attributes
boost::shared_ptr< Payoff > | payoff_
boost::shared_ptr< Exercise > | exercise_
## Related Functions
(Note that these are not member functions.)
std::ostream & | operator<< (std::ostream &, Option::Type)
## Classes
class | arguments
| basic option arguments More...

## Member Function Documentation

void setupArguments | ( | PricingEngine::arguments * |  | ) | const`[virtual]`

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.

Reimplemented from Instrument.

Reimplemented in ContinuousAveragingAsianOption, DiscreteAveragingAsianOption, BarrierOption, CliquetOption, DividendVanillaOption, ForwardVanillaOption, ContinuousFloatingLookbackOption, ContinuousFixedLookbackOption, MultiAssetOption, and Swaption.

## Friends And Related Function Documentation

std::ostream & operator<< | ( | std::ostream & | ,
|  | Option::Type |  |
| ) |  |  | `[related]`