forwardperformanceengine.hpp

Langue: en

Autres versions - même langue

Version: 376111 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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