.. raw:: html
quantlib.instruments.oneassetoption.
OneAssetOption
==================================================
.. currentmodule:: quantlib.instruments.oneassetoption
.. autoclass:: OneAssetOption
: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:
OneAssetOption.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:
OneAssetOption.Call
OneAssetOption.Put
OneAssetOption.delta
OneAssetOption.delta_forward
OneAssetOption.dividend_rho
OneAssetOption.elasticity
OneAssetOption.error_estimate
OneAssetOption.exercise
OneAssetOption.gamma
OneAssetOption.is_expired
OneAssetOption.itm_cash_probability
OneAssetOption.net_present_value
OneAssetOption.npv
OneAssetOption.payoff
OneAssetOption.rho
OneAssetOption.strike_sensitivity
OneAssetOption.theta
OneAssetOption.theta_per_day
OneAssetOption.valuation_date
OneAssetOption.vega