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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html">ForwardVanillaOption</a> </li>
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<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">ForwardVanillaOption Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div> </div>
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<!-- doxytag: class="QuantLib::ForwardVanillaOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>Forward version of a vanilla option
<a href="class_quant_lib_1_1_forward_vanilla_option.html#details">More...</a></p>
<p><code>#include <ql/instruments/forwardvanillaoption.hpp></code></p>
<div class="dynheader">
Inheritance diagram for ForwardVanillaOption:</div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html" title="Quanto version of a forward vanilla option." alt="" coords="5,166,192,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_one_asset_option.html" title="Base class for options on a single asset." alt="" coords="40,6,157,37"/></map>
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<p><a href="class_quant_lib_1_1_forward_vanilla_option-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa921b26418fb0d2cd2b73a34aef8ae14"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::arguments" ref="aa921b26418fb0d2cd2b73a34aef8ae14" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_forward_option_arguments.html">ForwardOptionArguments</a><br class="typebreak"/>
< <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" align="right" valign="top"><a class="anchor" id="a2d3bc9f3bc17aa9ecb42314b5932aa74"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::results" ref="a2d3bc9f3bc17aa9ecb42314b5932aa74" 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"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a14f6ffabc523c00ef19e96ea35897723"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::ForwardVanillaOption" ref="a14f6ffabc523c00ef19e96ea35897723" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Forward version of a vanilla option </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::setupArguments" ref="aad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"></td><td>)</td>
<td> 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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_option.html#aad6958108bfaef12bc4ccd6b3d7a7231">Option</a>.</p>
</div>
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<a class="anchor" id="aa0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::ForwardVanillaOption::fetchResults" ref="aa0a3105ddebcff9f233fb76a8a31fafe" args="(const PricingEngine::results *) const " -->
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<div class="memproto">
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> </td>
<td>(</td>
<td class="paramtype">const PricingEngine::results * </td>
<td class="paramname"><em>r</em></td><td>)</td>
<td> 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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_one_asset_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">OneAssetOption</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">QuantoForwardVanillaOption</a>.</p>
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