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>

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

Detailed Description

Forward version of a vanilla option.

Definition in file forwardvanillaoption.hpp.