- QuantLib
- ForwardPerformanceVanillaEngine
Forward performance engine for vanilla options More...
#include <ql/pricingengines/forward/forwardperformanceengine.hpp>
Public Member Functions | |
ForwardPerformanceVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) | |
void | calculate () const |
Protected Member Functions | |
void | getOriginalResults () const |
Forward performance engine for vanilla options