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results: Forward version of a vanilla option
NAME
QuantLib::ForwardVanillaOption - Forward version of a vanilla option
SYNOPSIS
#include <ql/instruments/forwardvanillaoption.hpp>
Inherits QuantLib::OneAssetOption.
Inherited by QuantoForwardVanillaOption.
Public Types
typedef ForwardOptionArguments< OneAssetOption::arguments > arguments
typedef OneAssetOption::results results
Public Member Functions
ForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)
void setupArguments (PricingEngine::arguments *) const
void fetchResults (const PricingEngine::results *) const
Detailed Description
Forward version of a vanilla option
Member Function Documentation
void setupArguments (PricingEngine::arguments *) const [virtual]
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
void 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 OneAssetOption.
Reimplemented in QuantoForwardVanillaOption.
Author
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