QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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>

+ Inheritance diagram for ForwardOptionArguments< ArgumentsType >:
+ Collaboration diagram for ForwardOptionArguments< ArgumentsType >:

Public Member Functions

 ForwardOptionArguments ()
 
void validate () const override
 

Public Attributes

Real moneyness
 
Date resetDate
 

Detailed Description

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

Arguments for forward (strike-resetting) option calculation

Definition at line 37 of file forwardvanillaoption.hpp.

Constructor & Destructor Documentation

◆ ForwardOptionArguments()

Definition at line 39 of file forwardvanillaoption.hpp.

Member Function Documentation

◆ validate()

void validate
override

Definition at line 69 of file forwardvanillaoption.hpp.

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Member Data Documentation

◆ moneyness

Real moneyness

Definition at line 42 of file forwardvanillaoption.hpp.

◆ resetDate

Date resetDate

Definition at line 43 of file forwardvanillaoption.hpp.