VarianceSwap::arguments Class Reference

#include <ql/instruments/varianceswap.hpp>

Inherits PricingEngine::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