QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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ForwardOptionArguments Class Template Reference#include <forwardengines.hpp>
List of all members.
Detailed Description
template<class ArgumentsType>
class QuantLib::PricingEngines::ForwardOptionArguments< ArgumentsType >
arguments for forward (strike-resetting) option calculation
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Public Member Functions |
void | validate () const |
Public Attributes |
double | moneyness |
Date | resetDate |
The documentation for this class was generated from the following file:
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