ql/instruments/forwardvanillaoption.hpp File Reference


Detailed Description

Forward version of a vanilla option.

#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/time/date.hpp>

Include dependency graph for forwardvanillaoption.hpp:


Namespaces

namespace  QuantLib

Classes

class  ForwardOptionArguments
 Arguments for forward (strike-resetting) option calculation More...
class  ForwardVanillaOption
 Forward version of a vanilla option More...