Forward option engines
[Pricing engines]


Detailed Description


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...