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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Arguments for forward (strike-resetting) option calculation More...
#include <ql/instruments/forwardvanillaoption.hpp>
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| Real | moneyness |
| Date | resetDate |
Arguments for forward (strike-resetting) option calculation