quantlib.instruments.option.VanillaOption
=========================================

.. currentmodule:: quantlib.instruments.option

.. autoclass:: VanillaOption
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~VanillaOption.__init__
      ~VanillaOption.implied_volatility
      ~VanillaOption.set_pricing_engine
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~VanillaOption.delta
      ~VanillaOption.delta_forward
      ~VanillaOption.dividend_rho
      ~VanillaOption.elasticity
      ~VanillaOption.exercise
      ~VanillaOption.gamma
      ~VanillaOption.is_expired
      ~VanillaOption.itm_cash_probability
      ~VanillaOption.net_present_value
      ~VanillaOption.npv
      ~VanillaOption.payoff
      ~VanillaOption.rho
      ~VanillaOption.strike_sensitivity
      ~VanillaOption.theta
      ~VanillaOption.theta_per_day
      ~VanillaOption.valuation_date
      ~VanillaOption.vega