VarianceOption::arguments Class Reference

Arguments for forward fair-variance calculation More...

#include <ql/experimental/varianceoption/varianceoption.hpp>

Inherits QuantLib::PricingEngine::arguments.

List of all members.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< Payoffpayoff
Real notional
Date startDate
Date maturityDate

Detailed Description

Arguments for forward fair-variance calculation