Results from variance-swap calculation More...
#include <varianceswap.hpp>
Inheritance diagram for VarianceSwap::results:
Collaboration diagram for VarianceSwap::results:
Public Member Functions | |
| void | reset () override |
| void | reset () override |
| Public Member Functions inherited from PricingEngine::results | |
| virtual | ~results ()=default |
| virtual void | reset ()=0 |
Public Attributes | |
| Real | variance |
| Public Attributes inherited from Instrument::results | |
| Real | value |
| Real | errorEstimate |
| Date | valuationDate |
| std::map< std::string, ext::any > | additionalResults |
Detailed Description
Results from variance-swap calculation
Definition at line 95 of file varianceswap.hpp.
Member Function Documentation
◆ reset()
|
overridevirtual |
Reimplemented from Instrument::results.
Definition at line 98 of file varianceswap.hpp.
Here is the call graph for this function:
Member Data Documentation
◆ variance
| Real variance |
Definition at line 97 of file varianceswap.hpp.