QuantLibAddin::QuantoForwardVanillaOption Class Reference

#include <qlo/quantoforwardvanillaoption.hpp>

Inheritance diagram for QuantLibAddin::QuantoForwardVanillaOption:
Collaboration diagram for QuantLibAddin::QuantoForwardVanillaOption:

Public Member Functions

 QuantoForwardVanillaOption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real moneyness, const QuantLib::Date &resetDate, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent)
 

Constructor & Destructor Documentation

◆ QuantoForwardVanillaOption()

QuantLibAddin::QuantoForwardVanillaOption::QuantoForwardVanillaOption ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Real  moneyness,
const QuantLib::Date &  resetDate,
const boost::shared_ptr< QuantLib::StrikedTypePayoff > &  payoff,
const boost::shared_ptr< QuantLib::Exercise > &  exercise,
bool  permanent 
)

The documentation for this class was generated from the following file: