ForwardOptionArguments< ArgumentsType > Class Template Reference

Arguments for forward (strike-resetting) option calculation More...

#include <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()

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.