Question about EuropeanOption with Quantlib

Posted by gilles herzog on Jan 18, 2006; 8:16am
URL: http://quantlib.414.s1.nabble.com/Question-about-EuropeanOption-with-Quantlib-tp4376.html

Good afternoon,
I begin with quantlib and I try to understant EuropeanOption.cpp ( example
in quantlib default's directory )
I have several questions.

What is the operator () ??
What is nuT ?
-----------
Real operator()(Real x) const {
           Real nuT = (r_-q_-0.5*sigma_*sigma_)*maturity_;
           return std::exp(-r_*maturity_)
               *PlainVanillaPayoff(type_, strike_)(s0_*std::exp(x))
               *std::exp(-(x - nuT)*(x -nuT)/(2*sigma_*sigma_*maturity_))
               /std::sqrt(2.0*M_PI*sigma_*sigma_*maturity_);
        }
----------
What is the interest of the class PlainVanillaPayoff ? You can't compute a
payoff without knowing the value of the asset because it is Max(St-K,0) for
the call .
I just use quantlib for a project, it is hard to understand how it
functions...
Thank you

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