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Fully annotated reference manual - version 1.8.12
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Public Member Functions | Public Attributes | List of all members
VanillaForwardOption::arguments Class Reference

Arguments for Vanilla Forward Option calculation More...

#include <qle/instruments/vanillaforwardoption.hpp>

+ Inheritance diagram for VanillaForwardOption::arguments:
+ Collaboration diagram for VanillaForwardOption::arguments:

Public Member Functions

 arguments ()
 

Public Attributes

QuantLib::Date forwardDate
 
QuantLib::Date paymentDate
 

Detailed Description

Arguments for Vanilla Forward Option calculation

Definition at line 56 of file vanillaforwardoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 58 of file vanillaforwardoption.hpp.

58{}

Member Data Documentation

◆ forwardDate

QuantLib::Date forwardDate

Definition at line 59 of file vanillaforwardoption.hpp.

◆ paymentDate

QuantLib::Date paymentDate

Definition at line 60 of file vanillaforwardoption.hpp.