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forwardvanillaoption.hpp
Langue: en
Version: 375157 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/forwardvanillaoption.hpp -Forward version of a vanilla option.
SYNOPSIS
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
#include <ql/settings.hpp>
Classes
class ForwardOptionArguments< ArgumentsType >
Arguments for forward (strike-resetting) option calculation
class ForwardVanillaOption
Forward version of a vanilla option
Detailed Description
Forward version of a vanilla option.
Author
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