Vanilla Forward option on a single asset. More...

#include <qle/instruments/vanillaforwardoption.hpp>

Inheritance diagram for VanillaForwardOption:

Classes
class	arguments
	Arguments for Vanilla Forward Option calculation More...
class	engine
	base class for swaption engines More...

Public Member Functions
	VanillaForwardOption (const QuantLib::ext::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const QuantLib::ext::shared_ptr< QuantLib::Exercise > &exercise, const QuantLib::Date &forwardDate, const QuantLib::Date &paymentDate)
	VanillaForwardOption (const QuantLib::ext::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const QuantLib::ext::shared_ptr< QuantLib::Exercise > &exercise, const QuantLib::Date &forwardDate)
void	setupArguments (QuantLib::PricingEngine::arguments *) const override

Detailed Description

Vanilla Forward option on a single asset.

Classes