QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | Public Attributes | List of all members
VarianceSwap::results Class Reference

Results from variance-swap calculation More...

#include <ql/instruments/varianceswap.hpp>

Inherits Instrument::results.

Public Member Functions

void reset ()
 

Public Attributes

Real variance
 

Detailed Description

Results from variance-swap calculation