VarianceSwap::arguments Class Reference

#include <ql/Instruments/varianceswap.hpp>

Inheritance diagram for VarianceSwap::arguments:

Inheritance graph
[legend]
List of all members.

Detailed Description

Arguments for forward fair-variance calculation


Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< GeneralizedBlackScholesProcessstochasticProcess
Position::Type position
Real strike
Real notional
Date maturityDate