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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2002, 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/Instruments/forwardvanillaoption.hpp>

namespace QuantLib {

        Real moneyness,
        Date resetDate,
        const boost::shared_ptr<StochasticProcess>& process,
        const boost::shared_ptr<StrikedTypePayoff>& payoff,
        const boost::shared_ptr<Exercise>& exercise,
        const boost::shared_ptr<PricingEngine>& engine)
    : VanillaOption(process, payoff, exercise, engine),
      moneyness_(moneyness), resetDate_(resetDate) {}

00034     void ForwardVanillaOption::setupArguments(Arguments* args) const {
        ForwardVanillaOption::arguments* arguments =
        QL_REQUIRE(arguments != 0, "wrong argument type");

        arguments->moneyness = moneyness_;
        arguments->resetDate = resetDate_;


00045     void ForwardVanillaOption::fetchResults(const Results* r) const {
        const ForwardVanillaOption::results* results =
            dynamic_cast<const ForwardVanillaOption::results*>(r);
        QL_ENSURE(results != 0,
                  "no results returned from pricing engine");
        delta_       = results->delta;
        gamma_       = results->gamma;
        theta_       = results->theta;
        vega_        = results->vega;
        rho_         = results->rho;
        dividendRho_ = results->dividendRho;


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