VarianceOption::arguments Class Reference

Arguments for forward fair-variance calculation More...

#include <ql/experimental/varianceoption/varianceoption.hpp>

Inheritance diagram for VarianceOption::arguments:

Collaboration diagram for VarianceOption::arguments:

Public Member Functions
	arguments ()
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0

Public Attributes
ext::shared_ptr< Payoff >	payoff
Real	notional
Date	startDate
Date	maturityDate

Detailed Description

Arguments for forward fair-variance calculation

Definition at line 70 of file varianceoption.hpp.

Constructor & Destructor Documentation

arguments()

arguments

(

)

Definition at line 72 of file varianceoption.hpp.

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 43 of file varianceoption.cpp.

Member Data Documentation

payoff

ext::shared_ptr<Payoff> payoff

Definition at line 74 of file varianceoption.hpp.

notional

Real notional

Definition at line 75 of file varianceoption.hpp.

startDate

Date startDate

Definition at line 76 of file varianceoption.hpp.

maturityDate

Date maturityDate

Definition at line 77 of file varianceoption.hpp.