ForwardVanillaOption Class Reference
[Financial instruments]
#include <ql/instruments/forwardvanillaoption.hpp>
Inheritance diagram for ForwardVanillaOption:
Detailed Description
Forward version of a vanilla option
Public Types | |
|
typedef ForwardOptionArguments < OneAssetOption::arguments > | arguments |
| typedef OneAssetOption::results | results |
Public Member Functions | |
| ForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) | |
| void | setupArguments (PricingEngine::arguments *) const |
| void | fetchResults (const PricingEngine::results *) const |
Member Function Documentation
| void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Option.
| void fetchResults | ( | const PricingEngine::results * | r | ) | const [virtual] |
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
Reimplemented from OneAssetOption.
Reimplemented in QuantoForwardVanillaOption.