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, const Date &payDate=Date(), const Currency payCcy=Currency(), const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &fxIndex=nullptr, const Date &fixingDate=Date())
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
Date	payDate () const
QuantLib::ext::shared_ptr< QuantExt::FxIndex >	fxIndex () 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,
		const Date &	payDate = Date(),
		const Currency	payCcy = Currency(),
		const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &	fxIndex = nullptr,
		const Date &	fixingDate = Date() )

Parameters

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