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QuantLib_VarianceSwap_engine
Langue: en
Version: 382075 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VarianceSwap::engine -base class for variance-swap engines
SYNOPSIS
#include <ql/instruments/varianceswap.hpp>
Inherits GenericEngine< VarianceSwap::arguments, VarianceSwap::results >.
Inherited by MCVarianceSwapEngine< RNG, S >, and ReplicatingVarianceSwapEngine.
Detailed Description
base class for variance-swap engines
Author
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