ql/instruments/forwardvanillaoption.hpp File Reference
Forward version of a vanilla option. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
#include <ql/settings.hpp>
Include dependency graph for forwardvanillaoption.hpp:

Classes | |
class | ForwardOptionArguments |
Arguments for forward (strike-resetting) option calculation More... | |
class | ForwardVanillaOption |
Forward version of a vanilla option More... |
Detailed Description
Forward version of a vanilla option.