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QuantLib_VarianceOption_arguments
Langue: en
Version: 378099 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VarianceOption::arguments -Arguments for forward fair-variance calculation
SYNOPSIS
#include <ql/experimental/varianceoption/varianceoption.hpp>
Inherits QuantLib::PricingEngine::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< Payoff > payoff
Real notional
Date startDate
Date maturityDate
Detailed Description
Arguments for forward fair-variance calculation
Author
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