VarianceSwap2::arguments Class Reference

Arguments for forward fair-variance calculation More...

#include <qle/instruments/varianceswap.hpp>

Inheritance diagram for VarianceSwap2::arguments:

Collaboration diagram for VarianceSwap2::arguments:

Public Member Functions
	arguments ()

Public Attributes
Calendar	calendar
bool	addPastDividends

Detailed Description

Arguments for forward fair-variance calculation

Definition at line 59 of file varianceswap.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 61 of file varianceswap.hpp.

: calendar(NullCalendar()), addPastDividends(false) {}

Member Data Documentation

calendar

Calendar calendar

Definition at line 62 of file varianceswap.hpp.

addPastDividends

bool addPastDividends

Definition at line 63 of file varianceswap.hpp.