Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

forwardvanillaoption.hpp File Reference

Detailed Description

Forward version of a vanilla option.

Definition in file forwardvanillaoption.hpp.

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::ForwardOptionArguments< ArgumentsType >
 Arguments for forward (strike-resetting) option calculation More...
class  QuantLib::ForwardVanillaOption
 Forward version of a vanilla option More...

Generated by  Doxygen 1.6.0   Back to index