Arguments for forward fair-variance calculation More...
#include <ql/experimental/varianceoption/varianceoption.hpp>
Inherits PricingEngine::arguments.
Public Member Functions | |
void | validate () const |
Public Attributes | |
ext::shared_ptr< Payoff > | payoff |
Real | notional |
Date | startDate |
Date | maturityDate |
Arguments for forward fair-variance calculation