·

forwardengines (3) Linux Manual Page

ByLinux Manual Posted on

Forward option engines –

Classes

class IntegralHestonVarianceOptionEngine
integral Heston-model variance-option engine
class ForwardVanillaEngine< Engine >
Forward engine for vanilla options
class ForwardPerformanceVanillaEngine< Engine >
Forward performance engine for vanilla options
class MCVarianceSwapEngine< RNG, S >
Variance-swap pricing engine using Monte Carlo simulation,.
class ReplicatingVarianceSwapEngine
Variance-swap pricing engine using replicating cost,.

Detailed Description

Author

Generated automatically by Doxygen for QuantLib from the source code.

Leave a Reply

Your email address will not be published. Required fields are marked *