ForwardPerformanceEngine Class Template Reference
[Forward option engines]
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>
Inheritance diagram for ForwardPerformanceEngine:

Detailed Description
template<class ArgumentsType, class ResultsType>
class QuantLib::ForwardPerformanceEngine< ArgumentsType, ResultsType >
Forward performance engine
- Tests:
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
Public Member Functions | |
ForwardPerformanceEngine (const boost::shared_ptr< GenericEngine< ArgumentsType, ResultsType > > &) | |
void | calculate () const |
void | getOriginalResults () const |