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QuantLib::VarianceSwap::results Class Reference

#include <varianceswap.hpp>

Inheritance diagram for QuantLib::VarianceSwap::results:

List of all members.


Detailed Description

Results from variance-swap calculation

Definition at line 101 of file varianceswap.hpp.


Public Member Functions

void reset ()

Public Attributes

std::map< std::string, boost::any > additionalResults
Real errorEstimate
Real fairVariance
WeightsType::const_iterator iterator
WeightsType optionWeights
Real value

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

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