EuropeanOption

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EuropeanOption

Thomas Gygax
All,


I only just started using QuantLib, so this is most likely a really stupid
question, but...

How can I change the strike, underlying and/or maturity of a EuropeanOption?
You don't seem to provide modifiers for that. What am I missing?

Anyway, thanks a lot for the library -- great work!


Rgds,

T.

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Re: EuropeanOption

Luigi Ballabio-2
At 08:12 PM 11/5/02 +0000, Thomas Gygax wrote:
>How can I change the strike, underlying and/or maturity of a EuropeanOption?
>You don't seem to provide modifiers for that. What am I missing?

Thomas,
         there are no such methods just because we didn't need them yet. Is
this for some kind of rootfinding?

Later,
         Luigi