Classes | |
| class | IntegralHestonVarianceOptionEngine |
| integral Heston-model variance-option engine More... | |
| class | ForwardVanillaEngine< Engine > |
| Forward engine for vanilla options More... | |
| class | ForwardPerformanceVanillaEngine< Engine > |
| Forward performance engine for vanilla options More... | |
| class | MCVarianceSwapEngine< RNG, S > |
| Variance-swap pricing engine using Monte Carlo simulation,. More... | |
| class | ReplicatingVarianceSwapEngine |
| Variance-swap pricing engine using replicating cost,. More... | |