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void QuantLib::QuantoForwardVanillaOption::fetchResults ( const PricingEngine::results *  r  )  const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from QuantLib::ForwardVanillaOption.

Definition at line 58 of file quantoforwardvanillaoption.cpp.

References QuantLib::ForwardVanillaOption::fetchResults(), QL_ENSURE, QuantLib::QuantoOptionResults< ResultsType >::qlambda, QuantLib::QuantoOptionResults< ResultsType >::qrho, and QuantLib::QuantoOptionResults< ResultsType >::qvega.

                                                                           {
        ForwardVanillaOption::fetchResults(r);
        const QuantoForwardVanillaOption::results* quantoResults =
            dynamic_cast<const QuantoForwardVanillaOption::results*>(r);
        QL_ENSURE(quantoResults != 0,
                  "no quanto results returned from pricing engine");
        qrho_    = quantoResults->qrho;
        qvega_   = quantoResults->qvega;
        qlambda_ = quantoResults->qlambda;
    }


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