- QuantLib
- ForwardVanillaEngine
 
Forward engine for vanilla options More...
#include <ql/pricingengines/forward/forwardengine.hpp>

| Public Member Functions | |
| ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const | 
| Protected Member Functions | |
| void | setup () const | 
| void | getOriginalResults () const | 
| Protected Attributes | |
| boost::shared_ptr < GeneralizedBlackScholesProcess > | process_ | 
| boost::shared_ptr< Engine > | originalEngine_ | 
| VanillaOption::arguments * | originalArguments_ | 
| const VanillaOption::results * | originalResults_ | 
Forward engine for vanilla options