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/termstructures/volatilities/impliedvoltermstructure.hpp>
#include <ql/termstructures/yieldcurves/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...