Intrinsec value of an option - SOLVED

Posted by Lapin on Sep 19, 2007; 4:12pm
URL: http://quantlib.414.s1.nabble.com/Intrinsec-value-of-an-option-SOLVED-tp1393.html

Hi,

I can not manage to find in the doc the way to grab the intrinsec value of an option.
I am declaring my pointer on the payoff like below

boost::shared_ptr<PlainVanillaPayoff> payoff =
            boost::dynamic_pointer_cast<PlainVanillaPayoff>(arguments_.payoff) ;

and then I would like to get the instrinsec value given different spot (in order to fill my terminal values for a PDE resolution).

Do you know how to do?

Thanks