varianceswap.hpp File Reference

Variance swap. More...

#include <ql/instruments/varianceswap.hpp>
#include <ql/time/calendars/nullcalendar.hpp>

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Classes
class	VarianceSwap2
	Variance swap. More...
class	VarianceSwap2::arguments
	Arguments for forward fair-variance calculation More...
class	VarianceSwap2::results
	Results from variance-swap calculation More...
class	VarianceSwap2::engine
	base class for variance-swap engines More...

Namespaces
namespace	QuantExt

Detailed Description

Variance swap.

Definition in file varianceswap.hpp.