quantlib.instruments.option.OneAssetOption

class OneAssetOption

Bases: Option

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

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