QuantLib_ForwardOptionArguments man page

ForwardOptionArguments< ArgumentsType > — Arguments for forward (strike-resetting) option calculation

Synopsis

#include <ql/instruments/forwardvanillaoption.hpp>

Inherits ArgumentsType.

Public Member Functions

void validate () const

Public Attributes

Real moneyness

Date resetDate

Detailed Description

template<class ArgumentsType>

class QuantLib::ForwardOptionArguments< ArgumentsType >" Arguments for forward (strike-resetting) option calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

moneyness(3) and resetDate(3) are aliases of QuantLib_ForwardOptionArguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib