varianceswap.hpp File Reference

Variance swap. More...

Include dependency graph for varianceswap.hpp:

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.