21#include <ql/instruments/forwardvanillaoption.hpp>
27 const Date& resetDate,
28 const ext::shared_ptr<StrikedTypePayoff>& payoff,
29 const ext::shared_ptr<Exercise>& exercise)
31 moneyness_(moneyness), resetDate_(resetDate) {}
37 QL_REQUIRE(
arguments !=
nullptr,
"wrong argument type");
48 QL_ENSURE(
results !=
nullptr,
"no results returned from pricing engine");
Arguments for forward (strike-resetting) option calculation
void setupArguments(PricingEngine::arguments *) const override
ForwardVanillaOption(Real moneyness, const Date &resetDate, const ext::shared_ptr< StrikedTypePayoff > &payoff, const ext::shared_ptr< Exercise > &exercise)
void fetchResults(const PricingEngine::results *) const override
virtual void setupArguments(PricingEngine::arguments *) const
Results from single-asset option calculation
Base class for options on a single asset.
void fetchResults(const PricingEngine::results *) const override