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QuantLib_VarianceSwap_arguments
Langue: en
Version: 162998 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VarianceSwap::arguments - Arguments for forward fair-variance calculationSYNOPSIS
#include <ql/instruments/varianceswap.hpp>
Inherits QuantLib::PricingEngine::arguments.
Public Member Functions
void validate () const
Public Attributes
Position::Type position
Real strike
Real notional
Date startDate
Date maturityDate
Detailed Description
Arguments for forward fair-variance calculation
Author
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