QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Arguments for forward (strike-resetting) option calculation More...
#include <ql/instruments/forwardvanillaoption.hpp>
Public Member Functions | |
ForwardOptionArguments () | |
void | validate () const override |
Public Attributes | |
Real | moneyness |
Date | resetDate |
Arguments for forward (strike-resetting) option calculation
Definition at line 37 of file forwardvanillaoption.hpp.
Definition at line 39 of file forwardvanillaoption.hpp.
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override |
Real moneyness |
Definition at line 42 of file forwardvanillaoption.hpp.
Date resetDate |
Definition at line 43 of file forwardvanillaoption.hpp.