integralhestonvarianceoptionengine.cpp File Reference

#include <ql/errors.hpp>
#include <ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp>
#include <ql/functional.hpp>
#include <complex>
#include <utility>
#include <memory>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

payoff

ext::shared_ptr<QuantLib::Payoff> payoff

Examples

DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.

Definition at line 350 of file integralhestonvarianceoptionengine.cpp.