quantlib.option.

Option¶

class Option¶

Bases: Instrument

base option class

Attributes:

error_estimate: Instrument.error_estimate: Real
exercise: Option.exercise: Exercise
is_expired: Instrument.is_expired: bool
net_present_value: Instrument net present value.
npv: Shortcut to the net_present_value property.
payoff: Option.payoff: Payoff
valuation_date: the date the net present value refers to.

Methods

set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine.