QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Results from variance-swap calculation More...
#include <varianceswap.hpp>
Public Member Functions | |
void | reset () override |
void | reset () override |
Public Member Functions inherited from PricingEngine::results | |
virtual | ~results ()=default |
virtual void | reset ()=0 |
Public Attributes | |
Real | variance |
Public Attributes inherited from Instrument::results | |
Real | value |
Real | errorEstimate |
Date | valuationDate |
std::map< std::string, ext::any > | additionalResults |
Results from variance-swap calculation
Definition at line 95 of file varianceswap.hpp.
|
overridevirtual |
Reimplemented from Instrument::results.
Definition at line 98 of file varianceswap.hpp.
Real variance |
Definition at line 97 of file varianceswap.hpp.