VarianceSwap::arguments Class Reference

Arguments for forward fair-variance calculation More...

#include <ql/instruments/varianceswap.hpp>

Inherits QuantLib::PricingEngine::arguments.

List of all members.

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