VarianceOption::arguments Class Reference

Arguments for forward fair-variance calculation More...

#include <ql/experimental/varianceoption/varianceoption.hpp>

Inherits PricingEngine::arguments.

Public Member Functions

void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 

Public Attributes

boost::shared_ptr< Payoffpayoff
 
Real notional
 
Date startDate
 
Date maturityDate
 

Detailed Description

Arguments for forward fair-variance calculation