QuantLib_VarianceSwap_results (3) - Linux Manuals

QuantLib_VarianceSwap_results: Results from variance-swap calculation

NAME

QuantLib::VarianceSwap::results - Results from variance-swap calculation

SYNOPSIS

#include <ql/instruments/varianceswap.hpp>

Inherits QuantLib::Instrument::results.

Public Member Functions

void reset ()

Public Attributes

Real variance

Detailed Description

Results from variance-swap calculation

Author

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