- QuantLib
- QuantoForwardVanillaOption
 
Quanto version of a forward vanilla option. More...
#include <ql/instruments/quantoforwardvanillaoption.hpp>

| 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 | 
| greeks | |
| Real | qvega () const | 
| Real | qrho () const | 
| Real | qlambda () const | 
Quanto version of a forward vanilla 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 ForwardVanillaOption.