 
Variance option. More...
#include <ql/processes/blackscholesprocess.hpp>#include <ql/instruments/payoffs.hpp>#include <ql/option.hpp>#include <ql/position.hpp>
| Classes | |
| class | VarianceOption | 
| Variance option.  More... | |
| class | VarianceOption::arguments | 
| Arguments for forward fair-variance calculation  More... | |
| class | VarianceOption::results | 
| Results from variance-option calculation  More... | |
| class | VarianceOption::engine | 
| base class for variance-option engines  More... | |
Variance option.