quantoforwardvanillaoption.hpp
Definition: quantoforwardvanillaoption.hpp:34
Definition: abcd.hpp:38
Definition: abcd.hpp:30
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)