1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2004, 2007 StatPro Italia srl 5 6 This file is part of QuantLib, a free-software/open-source library 7 for financial quantitative analysts and developers - http://quantlib.org/ 8 9 QuantLib is free software: you can redistribute it and/or modify it 10 under the terms of the QuantLib license. You should have received a 11 copy of the license along with this program; if not, please email 12 <quantlib-dev@lists.sf.net>. The license is also available online at 13 <http://quantlib.org/license.shtml>. 14 15 This program is distributed in the hope that it will be useful, but WITHOUT 16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 17 FOR A PARTICULAR PURPOSE. See the license for more details. 18 */ 19 20 /*! \file europeanoption.hpp 21 \brief European option on a single asset 22 */ 23 24 #ifndef quantlib_european_option_hpp 25 #define quantlib_european_option_hpp 26 27 #include <ql/instruments/vanillaoption.hpp> 28 29 namespace QuantLib { 30 31 //! European option on a single asset 32 /*! \ingroup instruments */ 33 class EuropeanOption : public VanillaOption { 34 public: 35 EuropeanOption(const ext::shared_ptr<StrikedTypePayoff>&, 36 const ext::shared_ptr<Exercise>&); 37 }; 38 39 } 40 41 42 #endif 43 44