- QuantLib
- ForwardPerformanceVanillaEngine
 
Forward performance engine for vanilla options More...
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>

| Public Member Functions | |
| ForwardPerformanceVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const | 
| Protected Member Functions | |
| void | getOriginalResults () const | 
Forward performance engine for vanilla options