VarianceSwap::arguments Class Reference
Arguments for forward fair-variance calculation More...
#include <ql/instruments/varianceswap.hpp>
Inherits QuantLib::PricingEngine::arguments.
Public Member Functions | |
void | validate () const |
Public Attributes | |
Position::Type | position |
Real | strike |
Real | notional |
Date | startDate |
Date | maturityDate |
Detailed Description
Arguments for forward fair-variance calculation