Re: SingleAssetOption::setUnderlying needed

Posted by Luigi Ballabio-4 on Apr 24, 2002; 3:10am
URL: http://quantlib.414.s1.nabble.com/SingleAssetOption-setUnderlying-needed-tp2007p2009.html

At 09:42 AM 4/24/02 +0100, Rod Pienaar wrote:
><Vadim Wrote>I seem to need a method to set underlying on a SingleAssetOption.
>Unfortunately, there is no such method.
>I had exactly the same thoughts.  I get around this by constructing a new
>option with new attribute values each time they change.  Its not the most
>efficient way of doing things and additional get/set methods would be useful.

I know. The sad story is, I didn't looked that hard at SingleAssetOption
since it would be superseded by QuEP 5 (in the new framework, you would
pass the underlying as a market element. The option would register as an
observer and react to changes in the market element value.) Then, I haven't
had time to go ahead and implement QuEP 5...
In the meantime, feel free to add a setUnderlying to SingleAssetOption if
you need it. The reason it's not there is just that we hadn't needed it yet.

Bye,
         Luigi