varianceoption.hpp File Reference

Variance option. More...

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...
 

Namespaces

 QuantLib
 

Detailed Description

Variance option.