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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
< GeneralizedBlackScholesProcess
Real strike

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

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