ForwardOptionArguments< ArgumentsType > Class Template Reference
Arguments for forward (strike-resetting) option calculation More...
#include <ql/instruments/forwardvanillaoption.hpp>
Inherits QuantLib::ArgumentsType.
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