QuantLib_VarianceOption_arguments (3) - Linux Man Pages

QuantLib_VarianceOption_arguments: Arguments for forward fair-variance calculation

NAME

QuantLib::VarianceOption::arguments - Arguments for forward fair-variance calculation

SYNOPSIS


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

Inherits QuantLib::PricingEngine::arguments.

Public Member Functions


void validate () const

Public Attributes


boost::shared_ptr< Payoff > payoff

Real notional

Date startDate

Date maturityDate

Detailed Description

Arguments for forward fair-variance calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.