QuantLib: ql/pricingengines/forward Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

forward Directory Reference

## Files
file | forwardengine.hpp
| Forward (strike-resetting) vanilla-option engine.
file | forwardperformanceengine.hpp
| Forward (strike-resetting) performance vanilla-option engine.
file | mcvarianceswapengine.hpp
| Monte Carlo variance-swap engine.
file | replicatingvarianceswapengine.hpp
| Replicating engine for variance swaps.