forwardvanillaoption (3) - Linux Man Pages

forwardvanillaoption: Forward version of a vanilla option.

NAME

ql/instruments/forwardvanillaoption.hpp - Forward version of a vanilla option.

SYNOPSIS


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

Classes


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

Detailed Description

Forward version of a vanilla option.

Author

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