quantlib.instruments.option.Option

class Option

Bases: Instrument

__init__(*args, **kwargs)

Methods

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

Attributes

exercise
is_expired
net_present_value	Instrument net present value.
npv	Shortcut to the net_present_value property.
payoff
valuation_date