- QuantLib
- ForwardVanillaOption
 
Forward version of a vanilla option More...
#include <ql/instruments/forwardvanillaoption.hpp>

| 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 | 
Forward version of a vanilla option
| 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 Option.
| 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 OneAssetOption.
Reimplemented in QuantoForwardVanillaOption.