Rechercher une page de manuel
QuantLib_VarianceOption_arguments
Langue: en
Version: 160919 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::VarianceOption::arguments - Arguments for forward fair-variance calculationSYNOPSIS
#include <ql/experimental/varianceoption/varianceoption.hpp>
Inherits QuantLib::PricingEngine::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< Payoff > payoff
Real notional
Date startDate
Date maturityDate
Detailed Description
Arguments for forward fair-variance calculation
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre