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varianceswap.hpp File Reference

Variance swap. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/option.hpp>
#include <ql/position.hpp>
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class  QuantLib::VarianceSwap::arguments
 Arguments for forward fair-variance calculation More...
class  QuantLib::VarianceSwap::engine
 base class for variance-swap engines More...
class  QuantLib::VarianceSwap::results
 Results from variance-swap calculation More...
class  QuantLib::VarianceSwap
 Variance swap. More...


namespace  QuantLib

Detailed Description

Variance swap.

Definition in file varianceswap.hpp.

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