Forward option engines
[Pricing engines]


Detailed Description


Classes

class  ForwardVanillaEngine
 Forward engine for vanilla options More...
class  ForwardPerformanceVanillaEngine
 Forward performance engine for vanilla options More...
class  MCVarianceSwapEngine
 Variance-swap pricing engine using Monte Carlo simulation,. More...
class  ReplicatingVarianceSwapEngine
 Variance-swap pricing engine using replicating cost,. More...