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<title>QuantLib: ForwardVanillaOption Class Reference</title>
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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_option.html">ForwardVanillaOption</a></div>
<h1>ForwardVanillaOption Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::ForwardVanillaOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" --><code>#include <ql/instruments/forwardvanillaoption.hpp></code>
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Inheritance diagram for ForwardVanillaOption:</div>
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<map name="_forward_vanilla_option__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html" title="Quanto version of a forward vanilla option." alt="" coords="5,161,211,188"><area shape="rect" href="class_quant_lib_1_1_one_asset_option.html" title="Base class for options on a single asset." alt="" coords="45,7,171,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_forward_vanilla_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Forward version of a vanilla option
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a921b26418fb0d2cd2b73a34aef8ae14"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::arguments" ref="a921b26418fb0d2cd2b73a34aef8ae14" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_forward_option_arguments.html">ForwardOptionArguments</a><br>
< <a class="el" href="class_quant_lib_1_1_option_1_1arguments.html">OneAssetOption::arguments</a> > </td><td class="memItemRight" valign="bottom"><b>arguments</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d3bc9f3bc17aa9ecb42314b5932aa74"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::results" ref="2d3bc9f3bc17aa9ecb42314b5932aa74" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_one_asset_option_1_1results.html">OneAssetOption::results</a> </td><td class="memItemRight" valign="bottom"><b>results</b></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="14f6ffabc523c00ef19e96ea35897723"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::ForwardVanillaOption" ref="14f6ffabc523c00ef19e96ea35897723" args="(Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise)" -->
</td><td class="memItemRight" valign="bottom"><b>ForwardVanillaOption</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> moneyness, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &resetDate, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &payoff, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &exercise)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="ad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::setupArguments" ref="ad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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<p>
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">Option</a>.</p>
</div>
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<a class="anchor" name="a0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::fetchResults" ref="a0a3105ddebcff9f233fb76a8a31fafe" args="(const PricingEngine::results *) const " -->
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<td class="memname">void fetchResults </td>
<td>(</td>
<td class="paramtype">const PricingEngine::results * </td>
<td class="paramname"> <em>r</em> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_one_asset_option.html#a0a3105ddebcff9f233fb76a8a31fafe">OneAssetOption</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">QuantoForwardVanillaOption</a>.</p>
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