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