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


Public Member Functions

void validate () const

Public Attributes

double moneyness
Date resetDate


The documentation for this class was generated from the following file:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen