QuantLib_VarianceSwap_arguments

Langue: en

Autres versions - même langue

Version: 379126 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::VarianceSwap::arguments -

Arguments for forward fair-variance calculation

SYNOPSIS


#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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