ql/PricingEngines/Forward/forwardengine.hpp File Reference


Detailed Description

Forward (strike-resetting) option engine.

#include <ql/pricingengine.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Volatilities/impliedvoltermstructure.hpp>
#include <ql/TermStructures/impliedtermstructure.hpp>
#include <ql/Instruments/payoffs.hpp>

Include dependency graph for forwardengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  ForwardOptionArguments
 Arguments for forward (strike-resetting) option calculation More...
class  ForwardEngine
 Forward engine base class. More...