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<title>QuantLib: QuantoForwardVanillaOption 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_quanto_forward_vanilla_option.html">QuantoForwardVanillaOption</a></div>
<h1>QuantoForwardVanillaOption Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::QuantoForwardVanillaOption" --><!-- doxytag: inherits="QuantLib::ForwardVanillaOption" --><code>#include <ql/instruments/quantoforwardvanillaoption.hpp></code>
<p>
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Inheritance diagram for QuantoForwardVanillaOption:</div>
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<p><center><img src="class_quant_lib_1_1_quanto_forward_vanilla_option__inherit__graph.png" border="0" usemap="#_quanto_forward_vanilla_option__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_forward_vanilla_option.html" title="Forward version of a vanilla option" alt="" coords="29,7,187,33"></map>
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<p>
<a href="class_quant_lib_1_1_quanto_forward_vanilla_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Quanto version of a forward 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="7b0a3b0bb5dec528a94027a37109c2cc"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::arguments" ref="7b0a3b0bb5dec528a94027a37109c2cc" args="" -->
typedef <br>
<a class="el" href="class_quant_lib_1_1_forward_option_arguments.html">ForwardVanillaOption::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="ef113636fbb774ceb5c437cf955c5bff"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::results" ref="ef113636fbb774ceb5c437cf955c5bff" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_quanto_option_results.html">QuantoOptionResults</a><br>
< <a class="el" href="class_quant_lib_1_1_one_asset_option_1_1results.html">ForwardVanillaOption::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="18371f520952147bc39b1dcce9cf219c"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::QuantoForwardVanillaOption" ref="18371f520952147bc39b1dcce9cf219c" args="(Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)" -->
</td><td class="memItemRight" valign="bottom"><b>QuantoForwardVanillaOption</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> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> > &)</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_quanto_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">greeks</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16e8429b2ebe705c6f981a7728158131"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::qvega" ref="16e8429b2ebe705c6f981a7728158131" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qvega</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b5e28f6a223305ec770c593eb8ba609"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::qrho" ref="5b5e28f6a223305ec770c593eb8ba609" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qrho</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8c7fcabc3c58c835d409bda7853f4e1"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::qlambda" ref="d8c7fcabc3c58c835d409bda7853f4e1" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qlambda</b> () const </td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="a0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::QuantoForwardVanillaOption::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>
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<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_forward_vanilla_option.html#a0a3105ddebcff9f233fb76a8a31fafe">ForwardVanillaOption</a>.</p>
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