QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Forward version of a vanilla option. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
#include <ql/settings.hpp>
Go to the source code of this file.
Classes | |
class | ForwardOptionArguments< ArgumentsType > |
Arguments for forward (strike-resetting) option calculation More... | |
class | ForwardVanillaOption |
Forward version of a vanilla option More... | |
Namespaces | |
namespace | QuantLib |
Forward version of a vanilla option.
Definition in file forwardvanillaoption.hpp.