- QuantLib
- VarianceOption
- arguments
 
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< Payoff > | payoff | 
| Real | notional | 
| Date | startDate | 
| Date | maturityDate | 
Arguments for forward fair-variance calculation