ForwardVanillaOption Class Reference
[Financial instruments]

#include <ql/Instruments/forwardvanillaoption.hpp>

Inheritance diagram for ForwardVanillaOption:

Inheritance graph
[legend]
List of all members.

Detailed Description

Forward version of a vanilla option.


Public Types

typedef ForwardOptionArguments<
VanillaOption::arguments > 
arguments
typedef VanillaOption::results results
typedef ForwardEngine< VanillaOption::arguments,
VanillaOption::results > 
engine

Public Member Functions

 ForwardVanillaOption (Real moneyness, Date resetDate, const boost::shared_ptr< StochasticProcess > &stochProc, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine)
void setupArguments (Arguments *) const
void fetchResults (const Results *) const


Member Function Documentation

void setupArguments 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 OneAssetStrikedOption.

void fetchResults const Results  )  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 OneAssetStrikedOption.