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