Logo
Reference manual - version qle_version
VanillaForwardOption::arguments Class Reference

Arguments for Vanilla Forward Option calculation More...

#include <qle/instruments/vanillaforwardoption.hpp>

Inheritance diagram for VanillaForwardOption::arguments:

Public Attributes

QuantLib::Date forwardDate
QuantLib::Date paymentDate

Detailed Description

Arguments for Vanilla Forward Option calculation