VarianceSwap::engine Class Reference

base class for variance-swap engines More...

#include <ql/instruments/varianceswap.hpp>

Inheritance diagram for VarianceSwap::engine:

Additional Inherited Members
Public Member Functions inherited from GenericEngine< VarianceSwap::arguments, VarianceSwap::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Protected Attributes inherited from GenericEngine< VarianceSwap::arguments, VarianceSwap::results >
VarianceSwap::arguments	arguments_
VarianceSwap::results	results_

Detailed Description

base class for variance-swap engines