ForwardOptionArguments Class Template Reference
#include <ql/PricingEngines/Forward/forwardengine.hpp>
Detailed Description
template<class ArgumentsType>
class QuantLib::ForwardOptionArguments< ArgumentsType >
Arguments for forward (strike-resetting) option calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Real | moneyness |
| Date | resetDate |