.. raw:: html
quantlib.instruments.vanillaoption.
VanillaOption
================================================
.. currentmodule:: quantlib.instruments.vanillaoption
.. autoclass:: VanillaOption
: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:
VanillaOption.implied_volatility
VanillaOption.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:
VanillaOption.Call
VanillaOption.Put
VanillaOption.delta
VanillaOption.delta_forward
VanillaOption.dividend_rho
VanillaOption.elasticity
VanillaOption.error_estimate
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