Forward option engines
[Pricing engines]
Detailed Description
Classes | |
| class | ForwardVanillaEngine |
| Forward engine for vanilla options More... | |
| class | ForwardPerformanceVanillaEngine |
| Forward performance engine for vanilla options More... | |
| class | MCVarianceSwapEngine |
| Variance-swap pricing engine using Monte Carlo simulation,. More... | |
| class | ReplicatingVarianceSwapEngine |
| Variance-swap pricing engine using replicating cost,. More... | |