ForwardOptionArguments Class Template Reference

#include <ql/PricingEngines/Forward/forwardengine.hpp>

List of all members.


Detailed Description

template<class ArgumentsType>
class QuantLib::ForwardOptionArguments< ArgumentsType >

Arguments for forward (strike-resetting) option calculation


Public Member Functions

void validate () const

Public Attributes

Real moneyness
Date resetDate


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen