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forwardperformanceengine.hpp
Langue: en
Version: 376111 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/forward/forwardperformanceengine.hpp -Forward (strike-resetting) performance vanilla-option engine.
SYNOPSIS
#include <ql/pricingengines/forward/forwardengine.hpp>
Classes
class ForwardPerformanceVanillaEngine< Engine >
Forward performance engine for vanilla options
Detailed Description
Forward (strike-resetting) performance vanilla-option engine.
Author
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