Vanilla Forward option on a single asset. More...
#include <qle/instruments/vanillaforwardoption.hpp>
Classes | |
class | arguments |
Arguments for Vanilla Forward Option calculation More... | |
class | engine |
base class for swaption engines More... | |
Public Member Functions | |
VanillaForwardOption (const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const boost::shared_ptr< QuantLib::Exercise > &exercise, const QuantLib::Date &forwardDate) | |
void | setupArguments (QuantLib::PricingEngine::arguments *) const override |
Vanilla Forward option on a single asset.