VarianceSwap::arguments Class Reference
#include <ql/Instruments/varianceswap.hpp>
Inheritance diagram for VarianceSwap::arguments:

Detailed Description
Arguments for forward fair-variance calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| boost::shared_ptr< GeneralizedBlackScholesProcess > | stochasticProcess |
| Position::Type | position |
| Real | strike |
| Real | notional |
| Date | maturityDate |