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forwardengine.hpp File Reference

Detailed Description

Forward (strike-resetting) option engine.

Definition in file forwardengine.hpp.

#include <ql/pricingengine.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Volatilities/impliedvoltermstructure.hpp>
#include <ql/TermStructures/impliedtermstructure.hpp>
#include <ql/Instruments/payoffs.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::ForwardEngine< ArgumentsType, ResultsType >
 Forward engine base class. More...
class  QuantLib::ForwardOptionArguments< ArgumentsType >
 Arguments for forward (strike-resetting) option calculation More...

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