#include <qle/models/futureoptionhelper.hpp>

Inheritance diagram for FutureOptionHelper:

Public Member Functions
	FutureOptionHelper (const Period &maturity, const Calendar &calendar, const Real strike, const Handle< QuantExt::PriceTermStructure > priceCurve, const Handle< Quote > volatility, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError)

	FutureOptionHelper (const Date &exerciseDate, const Real strike, const Handle< QuantExt::PriceTermStructure > priceCurve, const Handle< Quote > volatility, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError)

void	addTimesTo (std::list< Time > &) const override

void	performCalculations () const override

Real	modelValue () const override

Real	blackPrice (Real volatility) const override

QuantLib::ext::shared_ptr< VanillaOption >	option () const

Real	strike () const

const Handle< QuantExt::PriceTermStructure > &	priceCurve () const

Detailed Description

Future Option Helper.

Public Member Functions