QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | Public Attributes | List of all members
ForwardOptionArguments< ArgumentsType > Class Template Reference

Arguments for forward (strike-resetting) option calculation More...

#include <ql/instruments/forwardvanillaoption.hpp>

Inherits ArgumentsType.

Public Member Functions

void validate () const
 

Public Attributes

Real moneyness
 
Date resetDate
 

Detailed Description

template<class ArgumentsType>
class QuantLib::ForwardOptionArguments< ArgumentsType >

Arguments for forward (strike-resetting) option calculation