25#ifndef quantlib_quanto_forward_vanilla_option_h
26#define quantlib_quanto_forward_vanilla_option_h
40 const Date& resetDate,
41 const ext::shared_ptr<StrikedTypePayoff>&,
42 const ext::shared_ptr<Exercise>&);
Arguments for forward (strike-resetting) option calculation
Forward version of a vanilla option
Quanto version of a forward vanilla option.
ForwardVanillaOption::arguments arguments
void setupExpired() const override
void fetchResults(const PricingEngine::results *) const override
QuantoOptionResults< ForwardVanillaOption::results > results
Results from quanto option calculation
Forward version of a vanilla option.
Quanto version of a vanilla option.