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QuantLib_ForwardOptionArguments
Langue: en
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 calculationAuthor
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