QuantLib_VarianceSwap_results man page

VarianceSwap::results — Results from variance-swap calculation

Synopsis

#include <ql/instruments/varianceswap.hpp>

Inherits Instrument::results.

Public Member Functions

void reset ()

Public Attributes

Real variance

Detailed Description

Results from variance-swap calculation

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib