VarianceSwap::engine Class Reference

base class for variance-swap engines More...

#include <ql/instruments/varianceswap.hpp>

Inheritance diagram for VarianceSwap::engine:

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< VarianceSwap::arguments, VarianceSwap::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Protected Attributes inherited from GenericEngine< VarianceSwap::arguments, VarianceSwap::results >
VarianceSwap::arguments arguments_
 
VarianceSwap::results results_
 

Detailed Description

base class for variance-swap engines