- QuantLib
- ForwardVanillaEngine
Forward engine for vanilla options More...
#include <ql/pricingengines/forward/forwardengine.hpp>

Public Member Functions | |
| ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
| void | calculate () const |
Protected Member Functions | |
| void | setup () const |
| void | getOriginalResults () const |
Protected Attributes | |
|
boost::shared_ptr < GeneralizedBlackScholesProcess > | process_ |
| boost::shared_ptr< Engine > | originalEngine_ |
| VanillaOption::arguments * | originalArguments_ |
| const VanillaOption::results * | originalResults_ |
Forward engine for vanilla options