QuantLib_VarianceSwap_results

Langue: en

Autres versions - même langue

Version: 383655 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::VarianceSwap::results -

Results from variance-swap calculation

SYNOPSIS


#include <ql/instruments/varianceswap.hpp>

Inherits QuantLib::Instrument::results.

Public Member Functions


void reset ()

Public Attributes


Real variance

Detailed Description

Results from variance-swap calculation

Author

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