Forward (strike-resetting) vanilla-option engine. More...
#include <ql/instruments/forwardvanillaoption.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp>
#include <ql/termstructures/yield/impliedtermstructure.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
Classes | |
class | ForwardVanillaEngine< Engine > |
Forward engine for vanilla options More... | |
Namespaces | |
QuantLib | |
Forward (strike-resetting) vanilla-option engine.