ql/instruments/forwardvanillaoption.hpp File Reference

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>
Include dependency graph for forwardvanillaoption.hpp:

Classes

class  ForwardOptionArguments< ArgumentsType >
 Arguments for forward (strike-resetting) option calculation More...
class  ForwardVanillaOption
 Forward version of a vanilla option More...

Detailed Description

Forward version of a vanilla option.