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 (PricingEngine::arguments *) const
void fetchResults (const PricingEngine::results *) const


Member Function Documentation

void fetchResults ( const PricingEngine::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.