Variance option. More...
#include <ql/processes/blackscholesprocess.hpp>#include <ql/instruments/payoffs.hpp>#include <ql/option.hpp>#include <ql/position.hpp>
Classes | |
| class | VarianceOption |
| Variance option. More... | |
| class | VarianceOption::arguments |
| Arguments for forward fair-variance calculation More... | |
| class | VarianceOption::results |
| Results from variance-option calculation More... | |
| class | VarianceOption::engine |
| base class for variance-option engines More... | |
Variance option.