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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Arguments for forward fair-variance calculation More...
#include <ql/instruments/varianceswap.hpp>
Public Member Functions | |
| void | validate () const override |
Public Attributes | |
| Position::Type | position |
| Real | strike |
| Real | notional |
| Date | startDate |
| Date | maturityDate |
Arguments for forward fair-variance calculation