QuantoForwardVanillaOption Class Reference
[Financial instruments]
#include <ql/instruments/quantoforwardvanillaoption.hpp>
Inheritance diagram for QuantoForwardVanillaOption:

Detailed Description
Quanto version of a forward vanilla option.
Public Types | |
typedef ForwardVanillaOption::arguments | arguments |
typedef QuantoOptionResults < ForwardVanillaOption::results > | results |
Public Member Functions | |
QuantoForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &) | |
void | fetchResults (const PricingEngine::results *) const |
greeks | |
Real | qvega () const |
Real | qrho () const |
Real | qlambda () const |
Member Function Documentation
void fetchResults | ( | const PricingEngine::results * | r | ) | 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 ForwardVanillaOption.