quantlib.instruments.option.EuropeanOption

class EuropeanOption(StrikedTypePayoff payoff, Exercise exercise)

Bases: VanillaOption

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
implied_volatility(self, Real price, ...)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.

Attributes

delta
delta_forward
dividend_rho
elasticity
exercise
gamma
is_expired
itm_cash_probability
net_present_value	Instrument net present value.
npv	Shortcut to the net_present_value property.
payoff
rho
strike_sensitivity
theta
theta_per_day
valuation_date
vega