Arguments for forward fair-variance calculation More...
#include <ql/instruments/varianceswap.hpp>
Inherits PricingEngine::arguments.
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Position::Type | position |
| Real | strike |
| Real | notional |
| Date | startDate |
| Date | maturityDate |
Arguments for forward fair-variance calculation