QuantoForwardVanillaOption Class Reference

Quanto version of a forward vanilla option. More...

#include <ql/instruments/quantoforwardvanillaoption.hpp>

Inheritance diagram for QuantoForwardVanillaOption:

List of all members.

Public Types

typedef
ForwardVanillaOption::arguments 
arguments
typedef QuantoOptionResults
< ForwardVanillaOption::results
results

Public Member Functions

 QuantoForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &)
void fetchResults (const PricingEngine::results *) const
greeks
Real qvega () const
Real qrho () const
Real qlambda () const

Detailed Description

Quanto version of a forward vanilla option.


Member Function Documentation

void fetchResults ( const PricingEngine::results *  r) const [virtual]

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.

Reimplemented from ForwardVanillaOption.