forwardengine.hpp File Reference

Forward (strike-resetting) vanilla-option engine. More...

#include <ql/exercise.hpp>
#include <ql/instruments/forwardvanillaoption.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp>
#include <ql/termstructures/yield/impliedtermstructure.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	ForwardVanillaEngine< Engine >
	Forward engine for vanilla options More...

Namespaces
namespace	QuantLib

Detailed Description

Forward (strike-resetting) vanilla-option engine.

Definition in file forwardengine.hpp.