QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ForwardOptionArguments< ArgumentsType > Class Template Reference

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

Detailed Description

template<class ArgumentsType>
class QuantLib::ForwardOptionArguments< ArgumentsType >

Arguments for forward (strike-resetting) option calculation