QuantLib_QuantoForwardVanillaOption man page

QuantoForwardVanillaOption — Quanto version of a forward vanilla option.  


#include <ql/instruments/quantoforwardvanillaoption.hpp>

Inherits ForwardVanillaOption.

Public Types

typedef ForwardVanillaOption::arguments arguments
typedef QuantoOptionResults< ForwardVanillaOption::results > results

Public Member Functions

QuantoForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)
void fetchResults (const PricingEngine::results *) const


Real qvega () const
Real qrho () const
Real qlambda () const

Additional Inherited Members

Detailed Description

Quanto version of a forward vanilla option.

Member Function Documentation

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 ForwardVanillaOption.


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Referenced By

The man page QuantoForwardVanillaOption(3) is an alias of QuantLib_QuantoForwardVanillaOption(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib