QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Public Attributes | List of all members
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 Attributes

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

Detailed Description

Arguments for forward fair-variance calculation