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Reference manual - version qle_version
VarianceSwap2 Member List

This is the complete list of members for VarianceSwap2, including all inherited members.

addPastDividends() const (defined in VarianceSwap2)VarianceSwap2
addPastDividends_ (defined in VarianceSwap2)VarianceSwap2protected
calendar() const (defined in VarianceSwap2)VarianceSwap2
calendar_ (defined in VarianceSwap2)VarianceSwap2protected
setupArguments(PricingEngine::arguments *args) const override (defined in VarianceSwap2)VarianceSwap2
VarianceSwap2(Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate, const Calendar &calendar, bool addPastDividends) (defined in VarianceSwap2)VarianceSwap2