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QuantLib::ForwardOptionArguments< ArgumentsType > Class Template Reference

#include <forwardengine.hpp>

List of all members.


Detailed Description

template<class ArgumentsType>
class QuantLib::ForwardOptionArguments< ArgumentsType >

Arguments for forward (strike-resetting) option calculation

Definition at line 37 of file forwardengine.hpp.


Public Member Functions

void validate () const

Public Attributes

Real moneyness
Date resetDate

The documentation for this class was generated from the following file:

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