set the option strike to another value

[Xavier.Abulker]

Hello,
This is a very simple question.
I define one European option with

boost::shared_ptr<StrikedTypePayoff> payoff(new
            PlainVanillaPayoff(type, strike));
EuropeanOption option(stochasticProcess, payoff, exercise);

and I'd like to change the strike of my option "option".
Do you you know if there is something like "option.setStrikedTypePayoff" or any other way to do that?

Thank you
Xavier

*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite. 
Tout message electronique est susceptible d'alteration. 
La FIMAT et ses filiales declinent toute responsabilite 
au titre de ce message s'il a ete altere, deforme ou falsifie.
     ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited. 
E-mails are susceptible to alteration.   
Neither FIMAT nor any of its subsidiaries or affiliates 
shall be liable for the message if altered, 
changed or falsified. 

[Luigi Ballabio]

On 2/1/06, [hidden email] <[hidden email] > wrote:

This is a very simple question.
I define one European option with

boost::shared_ptr<StrikedTypePayoff> payoff(new
            PlainVanillaPayoff(type, strike));
EuropeanOption option(stochasticProcess, payoff, exercise);

and I'd like to change the strike of my option "option".

No, it's not possible---the rationale being that if it has a different strike, it is a different option. What were you trying to do? There might be other ways to obtain the same thing.

Later,
    Luigi