Variance swap. More...
#include <ql/instruments/varianceswap.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
Classes | |
class | VarianceSwap2 |
Variance swap. More... | |
class | VarianceSwap2::arguments |
Arguments for forward fair-variance calculation More... | |
class | VarianceSwap2::results |
Results from variance-swap calculation More... | |
class | VarianceSwap2::engine |
base class for variance-swap engines More... | |
Variance swap.