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

Detailed Description
Forward version of a vanilla option
Public Types | |
|
typedef ForwardOptionArguments< VanillaOption::arguments > | arguments |
| typedef VanillaOption::results | results |
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typedef ForwardEngine< VanillaOption::arguments, VanillaOption::results > | engine |
Public Member Functions | |
| ForwardVanillaOption (Real moneyness, Date resetDate, const boost::shared_ptr< StochasticProcess > &stochProc, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine) | |
| void | setupArguments (PricingEngine::arguments *) const |
| void | fetchResults (const PricingEngine::results *) const |
Member Function Documentation
| void fetchResults | ( | const PricingEngine::results * | ) | 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 OneAssetStrikedOption.