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