set the option strike to another value

Posted by Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/set-the-option-strike-to-another-value-tp4443.html


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

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