quantlib.option.

Option

class Option

Bases: Instrument

base option class

Attributes:

error_estimate

Real: error estimate on the NPV when available

exercise

Exercise

is_expired

bool: whether the instrument might have value greater than zero.

net_present_value

The net present value of the instrument.

npv

A shortcut to the net_present_value property.

payoff

Payoff

valuation_date

Date: the date the net present value refers to.

Methods

set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine to be used.