Results from variance-swap calculation More...
#include <ql/instruments/varianceswap.hpp>
Inherits Instrument::results.
Public Member Functions | |
| void | reset () |
Public Member Functions inherited from Instrument::results | |
| void | reset () |
Public Member Functions inherited from PricingEngine::results | |
| virtual void | reset ()=0 |
Public Attributes | |
| Real | variance |
Public Attributes inherited from Instrument::results | |
| Real | value |
| Real | errorEstimate |
| Date | valuationDate |
| std::map< std::string, boost::any > | additionalResults |
Results from variance-swap calculation