QuantLib_ForwardVanillaOption man page

ForwardVanillaOption — Forward version of a vanilla option  

Synopsis

#include <ql/instruments/forwardvanillaoption.hpp>

Inherits OneAssetOption.

Inherited by QuantoForwardVanillaOption.

Public Types

typedef ForwardOptionArguments< OneAssetOption::arguments > arguments
typedef OneAssetOption::results results

Public Member Functions

ForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const
void fetchResults (const PricingEngine::results *) const

Additional Inherited Members

Detailed Description

Forward version of a vanilla option

Member Function Documentation

void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

void fetchResults (const PricingEngine::results * r) const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

Reimplemented in QuantoForwardVanillaOption.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages ForwardVanillaOption(3) and results(3) are aliases of QuantLib_ForwardVanillaOption(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib