Rechercher une page de manuel
forwardengine.hpp
Langue: en
Version: 381240 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/forward/forwardengine.hpp -Forward (strike-resetting) vanilla-option engine.
SYNOPSIS
#include <ql/instruments/forwardvanillaoption.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp>
#include <ql/termstructures/yield/impliedtermstructure.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
Classes
class ForwardVanillaEngine< Engine >
Forward engine for vanilla options
Detailed Description
Forward (strike-resetting) vanilla-option engine.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre