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 |
Arguments for Vanilla Forward Option calculation
Definition at line 56 of file vanillaforwardoption.hpp.
| arguments | ( | ) |
Definition at line 58 of file vanillaforwardoption.hpp.
| QuantLib::Date forwardDate |
Definition at line 59 of file vanillaforwardoption.hpp.
| QuantLib::Date paymentDate |
Definition at line 60 of file vanillaforwardoption.hpp.