A free/open-source library for quantitative finance
Version 0.9.7
Getting started
Introduction
Project overview
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
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Class Hierarchy
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Compound Members
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Todo List
Known Bugs
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Test Suite
Examples
QuantLib
::
VarianceSwap
::
engine
VarianceSwap::engine Class Reference
base class for variance-swap engines
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#include <ql/instruments/varianceswap.hpp>
Inheritance diagram for VarianceSwap::engine:
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List of all members.
Detailed Description
base class for variance-swap engines