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

ForwardVanillaOption(3) and results(3) are aliases of QuantLib_ForwardVanillaOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib