forwardengines man page

forwardengines

Synopsis

Classes

class IntegralHestonVarianceOptionEngine
integral Heston-model variance-option engine
class ForwardVanillaEngine< Engine >
Forward engine for vanilla options
class ForwardPerformanceVanillaEngine< Engine >
Forward performance engine for vanilla options
class MCVarianceSwapEngine< RNG, S >
Variance-swap pricing engine using Monte Carlo simulation,.
class ReplicatingVarianceSwapEngine
Variance-swap pricing engine using replicating cost,.

Detailed Description

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib