QuantLib: VarianceOption::arguments Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

- Main Page
- Related Pages
- Modules
- Classes
- Examples

- Class List
- Class Index
- Class Hierarchy
- Class Members

Public Member Functions | Public Attributes | List of all members
VarianceOption::arguments Class Reference

Arguments for forward fair-variance calculation More...

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

Inherits PricingEngine::arguments.

## Public Member Functions
void | validate () const

## Public Attributes
boost::shared_ptr< Payoff > | payoff
Real | notional
Date | startDate
Date | maturityDate

## Detailed Description

Arguments for forward fair-variance calculation