
/*
 Copyright (C) 2003 Ferdinando Ametrano
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email quantlib-dev@lists.sf.net
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file oneassetstrikedoption.hpp
    \brief Option on a single asset with striked payoff
*/

#ifndef quantlib_oneassetstriked_option_h
#define quantlib_oneassetstriked_option_h

#include <ql/Instruments/oneassetoption.hpp>
#include <ql/Instruments/payoffs.hpp>

namespace QuantLib {

    //! Base class for options on a single asset with striked payoff
    class OneAssetStrikedOption : public OneAssetOption {
      public:
        OneAssetStrikedOption(
            const Handle<BlackScholesStochasticProcess>& stochProc,
            const Handle<StrikedTypePayoff>& payoff,
            const Handle<Exercise>& exercise,
            const Handle<PricingEngine>& engine = Handle<PricingEngine>());
        //! \name greeks
        //@{
        double strikeSensitivity() const;
        //@}
        void setupArguments(Arguments*) const;
      protected:
        void performCalculations() const;
        // results
        mutable double strikeSensitivity_;
    };

}


#endif

