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Stock_Index_Option

Stock Index Option is a Tradable that represents a Vanilla Option where the underlying is the portfolio of stocks associated with a given Stock Index.
Cash settlement ensures that no exchange of actual stocks takes place during exercise. Only cach is exchanged based on the portfolio's value, as determined by the index at the time of exercise.

The pricing methodology is specified in
Model[Vanilla Option]

The following QuantLib issues have been identified:
Issue::VanillaOption_AnalyticBarrier_NegativeRebateIgnored
Issue::VanillaOption_PayAtExpiry_Ignored
Issue::VanillaOption_AnalyticGJRGARCH_NegativeOptionPrice
Issue::VanillaOption_GJRGARCHModel_Discretization_FullTruncation
Issue::VanillaOption_HestonModel_Discretization_QuadraticExponentialMartingale
Issue::VanillaOption_FDEuropean_On_NonEuropean
Issue::VanillaOption_FDDividendEuropean_On_NonEuropean
Issue::VanillaOption_MCEuropean_On_NonEuropean
Issue::VanillaOption_MCEuropeanGJRGARCH_On_NonEuropean
Issue::VanillaOption_MCEuropeanHeston_On_NonEuropean
Issue::VanillaOption_AnalyticBarrier_On_NonEuropean
Issue::VanillaOption_MCBarrier_On_NonEuropean
Issue::VanillaOption_FDAmerican_TimeDependent
Issue::VanillaOption_FDAmerican_On_NonAmerican
Issue::VanillaOption_FDDividendAmerican_On_NonAmerican
Issue::VanillaOption_BaroneAdesiWhaleyApprox_On_NonAmerican
Issue::VanillaOption_BjerksundStenslandApprox_On_NonAmerican
Issue::VanillaOption_JuQuadraticApprox_On_NonAmerican
Issue::VanillaOption_FdBlackScholesVanilla_On_Mixed
Issue::VanillaOption_FDBermudan_TimeDependent
Issue::VanillaOption_FDBermudan_On_Mixed_American
Issue::VanillaOption_FdHestonVanilla_On_Mixed
Issue::VanillaOption_FdBatesVanilla_On_Mixed
Issue::VanillaOption_FdHestonHullWhiteVanilla_On_Mixed
Issue::VanillaOption_MCAmerican_On_Mixed_European
Issue::VanillaOption_BinomialVanilla_VolCurveIgnored