.. raw:: html
quantlib.instruments.europeanoption.
EuropeanOption
==================================================
.. currentmodule:: quantlib.instruments.europeanoption
.. autoclass:: EuropeanOption
:show-inheritance:
:no-members:
:no-inherited-members:
:no-special-members:
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
EuropeanOption.implied_volatility
EuropeanOption.set_pricing_engine
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
EuropeanOption.Call
EuropeanOption.Put
EuropeanOption.delta
EuropeanOption.delta_forward
EuropeanOption.dividend_rho
EuropeanOption.elasticity
EuropeanOption.error_estimate
EuropeanOption.exercise
EuropeanOption.gamma
EuropeanOption.is_expired
EuropeanOption.itm_cash_probability
EuropeanOption.net_present_value
EuropeanOption.npv
EuropeanOption.payoff
EuropeanOption.rho
EuropeanOption.strike_sensitivity
EuropeanOption.theta
EuropeanOption.theta_per_day
EuropeanOption.valuation_date
EuropeanOption.vega