varianceswap.hpp File Reference

variance swap engine builder More...

#include <ored/utilities/parsers.hpp>
#include <qle/pricingengines/varianceswapgeneralreplicationengine.hpp>
#include <qle/pricingengines/volatilityfromvarianceswapengine.hpp>
#include <qle/termstructures/pricetermstructureadapter.hpp>
#include <string>
#include <boost/make_shared.hpp>
#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	VarSwapEngineBuilder
	Engine Builder for Variance Swaps. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

variance swap engine builder

Definition in file varianceswap.hpp.