QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
forwardvanillaoption.hpp File Reference

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>

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Classes

class  ForwardOptionArguments< ArgumentsType >
 Arguments for forward (strike-resetting) option calculation More...
 
class  ForwardVanillaOption
 Forward version of a vanilla option More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Forward version of a vanilla option.

Definition in file forwardvanillaoption.hpp.