Forward option engines
[Pricing engines]
Classes | |
class | ForwardEngine |
Forward engine base class. More... | |
class | ForwardPerformanceEngine |
Forward performance engine. More... | |
class | MCVarianceSwapEngine |
Variance-swap pricing engine using Monte Carlo simulation,. More... | |
class | ReplicatingVarianceSwapEngine |
Variance-swap pricing engine using replicating cost,. More... |