ql/experimental/varianceoption/varianceoption.hpp File Reference
Variance option. More...
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/option.hpp>
#include <ql/position.hpp>
Include dependency graph for varianceoption.hpp:

Classes | |
class | VarianceOption |
Variance option. More... | |
class | VarianceOption::arguments |
Arguments for forward fair-variance calculation More... | |
class | VarianceOption::results |
Results from variance-option calculation More... | |
class | VarianceOption::engine |
base class for variance-option engines More... |
Detailed Description
Variance option.