varianceswap.hpp File Reference

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...

Detailed Description

Variance swap.