Re: set the option strike to another value

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/set-the-option-strike-to-another-value-tp4443p4444.html

On 2/1/06, [hidden email] <[hidden email] > wrote:

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".

No, it's not possible---the rationale being that if it has a different strike, it is a different option. What were you trying to do? There might be other ways to obtain the same thing.

Later,
    Luigi