Forward version of a vanilla option. More...
#include <ql/instruments/oneassetoption.hpp>#include <ql/instruments/payoffs.hpp>#include <ql/exercise.hpp>#include <ql/settings.hpp>
Classes | |
| class | ForwardOptionArguments< ArgumentsType > |
| Arguments for forward (strike-resetting) option calculation More... | |
| class | ForwardVanillaOption |
| Forward version of a vanilla option More... | |
Forward version of a vanilla option.