QuantLib_ForwardOptionArguments

Langue: en

Autres versions - même langue

Version: 378807 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ForwardOptionArguments -

Arguments for forward (strike-resetting) option calculation

SYNOPSIS


#include <ql/instruments/forwardvanillaoption.hpp>

Inherits QuantLib::ArgumentsType.

Public Member Functions


void validate () const

Public Attributes


Real moneyness

Date resetDate

Detailed Description

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

Arguments for forward (strike-resetting) option calculation

Author

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