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Sourcecode: quantlib version File versions

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/termstructures/volatilities/impliedvoltermstructure.hpp>
#include <ql/termstructures/yieldcurves/impliedtermstructure.hpp>
#include <ql/instruments/payoffs.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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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