ql/experimental/varianceoption/varianceoption.hpp File Reference
Variance option. More...
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/option.hpp>
#include <ql/position.hpp>
Include dependency graph for varianceoption.hpp:

Classes | |
| class | VarianceOption |
| Variance option. More... | |
| class | VarianceOption::arguments |
| Arguments for forward fair-variance calculation More... | |
| class | VarianceOption::results |
| Results from variance-option calculation More... | |
| class | VarianceOption::engine |
| base class for variance-option engines More... | |
Detailed Description
Variance option.