EquityForward Class Reference

#include <qle/instruments/equityforward.hpp>

Inheritance diagram for EquityForward:

Classes
class	arguments
class	engine

Public Member Functions
Constructors
	EquityForward (const std::string &name, const Currency &currency, const Position::Type &longShort, const Real &quantity, const Date &maturityDate, const Real &strike)
Instrument interface
bool	isExpired () const override
void	setupArguments (PricingEngine::arguments *) const override

Additional interface
const std::string &	name () const
Currency	currency () const
Position::Type	longShort () const
Real	quantity () const
Date	maturityDate () const
Real	strike () const

Detailed Description

This class holds the term sheet data for an Equity Forward instrument.

Constructor & Destructor Documentation

EquityForward()

EquityForward	(	const std::string &	name,
		const Currency &	currency,
		const Position::Type &	longShort,
		const Real &	quantity,
		const Date &	maturityDate,
		const Real &	strike
	)

Parameters

name	Equity Name
currency	Currency
longShort	if true, we are long the forward
quantity	Quantity (number of lots \(times\) lot size)
maturityDate	Maturity date
strike	Strike