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void | calculate () const override |
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| GeneralisedReplicatingVarianceSwapEngine (const boost::shared_ptr< QuantLib::Index > &index, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, const Handle< YieldTermStructure > &discountingTS, const VarSwapSettings settings=VarSwapSettings(), const bool staticTodaysSpot=true) |
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| GeneralisedReplicatingVarianceSwapEngine (const boost::shared_ptr< QuantLib::Index > &index, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, const Handle< YieldTermStructure > &discountingTS, const VarSwapSettings settings=VarSwapSettings(), const bool staticTodaysSpot=true) |
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void | calculate () const override |
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