Re: Intrinsec value of an option

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Intrinsec-value-of-an-option-SOLVED-tp1393p1394.html

On Wed, 2007-09-19 at 08:12 -0700, Yomi wrote:
> 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 = ...
>            
> Do you know how to do?

Real value = (*payoff)(spot);

Later,
        Luigi


--

A child of five would understand this. Send someone to fetch a child of
five.
-- Groucho Marx



-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users