moneyness (3) - Linux Manuals

moneyness: Arguments for forward (strike-resetting) option calculation

NAME

QuantLib::ForwardOptionArguments - Arguments for forward (strike-resetting) option calculation

SYNOPSIS

#include <ql/instruments/forwardvanillaoption.hpp>

Inherits QuantLib::ArgumentsType.

Public Member Functions

void validate () const

Public Attributes

Real moneyness

Date resetDate

Detailed Description

template<class ArgumentsType> class QuantLib::ForwardOptionArguments< ArgumentsType >

Arguments for forward (strike-resetting) option calculation

Author

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