varianceswap.hpp File Reference

Variance swap. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/option.hpp>
#include <ql/position.hpp>

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Classes
class	VarianceSwap
	Variance swap. More...
class	VarianceSwap::arguments
	Arguments for forward fair-variance calculation More...
class	VarianceSwap::results
	Results from variance-swap calculation More...
class	VarianceSwap::engine
	base class for variance-swap engines More...

Namespaces
namespace	QuantLib

Detailed Description

Variance swap.

Definition in file varianceswap.hpp.