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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_forward_vanilla_engine.html">ForwardVanillaEngine</a></div>
<h1>ForwardVanillaEngine Class Template Reference<br>
<small>
[<a class="el" href="group__forwardengines.html">Forward option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::ForwardVanillaEngine" --><!-- doxytag: inherits="QuantLib::GenericEngine" --><code>#include <ql/pricingengines/forward/forwardengine.hpp></code>
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Inheritance diagram for ForwardVanillaEngine:</div>
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<area shape="rect" href="class_quant_lib_1_1_forward_performance_vanilla_engine.html" title="Forward performance engine for vanilla options" alt="" coords="973,5,1291,32"><area shape="rect" href="class_quant_lib_1_1_generic_engine.html" title="template base class for option pricing engines" alt="" coords="7,5,716,32"></map>
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<a href="class_quant_lib_1_1_forward_vanilla_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Engine><br>
class QuantLib::ForwardVanillaEngine< Engine ></h3>
Forward engine for vanilla options
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000085">Tests:</a></b></dt><dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c36f28b9d8a41e1d7ffa635b646113e4"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::ForwardVanillaEngine" ref="c36f28b9d8a41e1d7ffa635b646113e4" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &)" -->
</td><td class="memItemRight" valign="bottom"><b>ForwardVanillaEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::calculate" ref="10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af6fe482a5cbe04b84c3d33c398c8b14"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::setup" ref="af6fe482a5cbe04b84c3d33c398c8b14" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>setup</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a47d29db016c5dc91eb9c387d5f7081c"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::getOriginalResults" ref="a47d29db016c5dc91eb9c387d5f7081c" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>getOriginalResults</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56894d395192aaae9970e5f03c5ad02f"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::process_" ref="56894d395192aaae9970e5f03c5ad02f" args="" -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > </td><td class="memItemRight" valign="bottom"><b>process_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f70ec551b6ec27f5621f8a30b2f71fad"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::originalEngine_" ref="f70ec551b6ec27f5621f8a30b2f71fad" args="" -->
boost::shared_ptr< Engine > </td><td class="memItemRight" valign="bottom"><b>originalEngine_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="957f320e6ab71c16c35f28810f337c1e"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::originalArguments_" ref="957f320e6ab71c16c35f28810f337c1e" args="" -->
VanillaOption::arguments * </td><td class="memItemRight" valign="bottom"><b>originalArguments_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42196dafa702c798fa34caf85e14297"></a><!-- doxytag: member="QuantLib::ForwardVanillaEngine::originalResults_" ref="c42196dafa702c798fa34caf85e14297" args="" -->
const VanillaOption::results * </td><td class="memItemRight" valign="bottom"><b>originalResults_</b></td></tr>
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