25#ifndef quantlib_variance_swap_hpp
26#define quantlib_variance_swap_hpp
107 VarianceSwap::results> {};
template base class for option pricing engines
Abstract instrument class.
template class providing a null value for a given type.
Arguments for forward fair-variance calculation
void validate() const override
base class for variance-swap engines
Results from variance-swap calculation
bool isExpired() const override
returns whether the instrument might have value greater than zero.
void setupArguments(PricingEngine::arguments *args) const override
Date maturityDate() const
Position::Type position() const
void setupExpired() const override
void fetchResults(const PricingEngine::results *) const override
Payoffs for various options.