Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

QuantLib::VarianceSwap::arguments Class Reference

#include <varianceswap.hpp>

Inheritance diagram for QuantLib::VarianceSwap::arguments:

List of all members.


Detailed Description

Arguments for forward fair-variance calculation

Definition at line 88 of file varianceswap.hpp.


Public Member Functions

void validate () const

Public Attributes

Date maturityDate
Real notional
Position::Type position
boost::shared_ptr
< GeneralizedBlackScholesProcess
stochasticProcess
Real strike

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

Generated by  Doxygen 1.6.0   Back to index