forwardvanillaoption.hpp

Langue: en

Autres versions - même langue

Version: 375157 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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