volatilityfromvarianceswapengine.hpp File Reference

volatility swap engine More...

#include <qle/pricingengines/varianceswapgeneralreplicationengine.hpp>

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Classes
class	VolatilityFromVarianceSwapEngine

Namespaces
namespace	QuantExt

Detailed Description

volatility swap engine

Definition in file volatilityfromvarianceswapengine.hpp.