varianceswap.hpp File Reference

variance swap representation More...

#include <ored/portfolio/builders/varianceswap.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/portfolio/underlying.hpp>

Classes
class	VarSwap
class	EqVarSwap
class	FxVarSwap
class	ComVarSwap

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

variance swap representation