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<title>QuantoVanillaOption Class Reference</title>
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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_quanto_vanilla_option.html">QuantoVanillaOption</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">QuantoVanillaOption 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::QuantoVanillaOption" --><!-- doxytag: inherits="QuantLib::OneAssetOption" -->
<p>quanto version of a vanilla option
<a href="class_quant_lib_1_1_quanto_vanilla_option.html#details">More...</a></p>
<p><code>#include <ql/instruments/quantovanillaoption.hpp></code></p>
<div class="dynheader">
Inheritance diagram for QuantoVanillaOption:</div>
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<div class="center"><img src="class_quant_lib_1_1_quanto_vanilla_option__inherit__graph.png" border="0" usemap="#_quanto_vanilla_option_inherit__map" alt="Inheritance graph"/></div>
<map name="_quanto_vanilla_option_inherit__map" id="_quanto_vanilla_option_inherit__map">
<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="16,6,133,37"/></map>
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<p><a href="class_quant_lib_1_1_quanto_vanilla_option-members.html">List of all members.</a></p>
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<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="a8600d8a5ef6347993170f7a6d1302a14"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::arguments" ref="a8600d8a5ef6347993170f7a6d1302a14" args="" -->
typedef <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="af88f225b41d278d86ff29218006529b2"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::results" ref="af88f225b41d278d86ff29218006529b2" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_quanto_option_results.html">QuantoOptionResults</a><br class="typebreak"/>
< <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 class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac74fffeebb92b4fafa5d01655b5d5a87"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::engine" ref="ac74fffeebb92b4fafa5d01655b5d5a87" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a><br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_option_1_1arguments.html">arguments</a>, results > </td><td class="memItemRight" valign="bottom"><b>engine</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="aa8fd943d8f37ed070222b9abe6db9633"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::QuantoVanillaOption" ref="aa8fd943d8f37ed070222b9abe6db9633" args="(const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)" -->
 </td><td class="memItemRight" valign="bottom"><b>QuantoVanillaOption</b> (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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">fetchResults</a> (const PricingEngine::results *) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">greeks</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16e8429b2ebe705c6f981a7728158131"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::qvega" ref="a16e8429b2ebe705c6f981a7728158131" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qvega</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b5e28f6a223305ec770c593eb8ba609"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::qrho" ref="a5b5e28f6a223305ec770c593eb8ba609" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qrho</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8c7fcabc3c58c835d409bda7853f4e1"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::qlambda" ref="ad8c7fcabc3c58c835d409bda7853f4e1" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qlambda</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>quanto version of a vanilla option </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aa0a3105ddebcff9f233fb76a8a31fafe"></a><!-- doxytag: member="QuantLib::QuantoVanillaOption::fetchResults" ref="aa0a3105ddebcff9f233fb76a8a31fafe" args="(const PricingEngine::results *) const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_quanto_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>
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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>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_one_asset_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">OneAssetOption</a>.</p>
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