ForwardOptionArguments< ArgumentsType > Class Template Reference

Arguments for forward (strike-resetting) option calculation More...

#include <ql/instruments/forwardvanillaoption.hpp>

Inherits QuantLib::ArgumentsType.

List of all members.

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