QuantLib_VarianceSwap_engine man page

VarianceSwap::engine — base class for variance-swap engines

Synopsis

#include <ql/instruments/varianceswap.hpp>

Inherits GenericEngine< VarianceSwap::arguments, VarianceSwap::results >.

Inherited by MCVarianceSwapEngine< RNG, S >, and ReplicatingVarianceSwapEngine.

Additional Inherited Members

Detailed Description

base class for variance-swap engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib