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<title>QuantLib: VarianceSwap::arguments Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_variance_swap.html">VarianceSwap</a>::<a class="el" href="class_quant_lib_1_1_variance_swap_1_1arguments.html">arguments</a></div>
<h1>VarianceSwap::arguments Class Reference</h1><!-- doxytag: class="QuantLib::VarianceSwap::arguments" --><!-- doxytag: inherits="QuantLib::PricingEngine::arguments" --><code>#include <ql/instruments/varianceswap.hpp></code>
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Inherits PricingEngine::arguments.
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<a href="class_quant_lib_1_1_variance_swap_1_1arguments-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Arguments for forward fair-variance calculation <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="048aaadf42ac725952523dd9546e96b5"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::validate" ref="048aaadf42ac725952523dd9546e96b5" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>validate</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b466d8e93e9bb9f0c8b5ddd39eeb92b"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::stochasticProcess" ref="2b466d8e93e9bb9f0c8b5ddd39eeb92b" args="" -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > </td><td class="memItemRight" valign="bottom"><b>stochasticProcess</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="27a2ef90f4771c24e8bea14a52db4260"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::position" ref="27a2ef90f4771c24e8bea14a52db4260" args="" -->
Position::Type </td><td class="memItemRight" valign="bottom"><b>position</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="882480a23151c878062d7d03add8c8d8"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::strike" ref="882480a23151c878062d7d03add8c8d8" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>strike</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="120e19fab4c30279f6f0428ea7c27a04"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::notional" ref="120e19fab4c30279f6f0428ea7c27a04" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>notional</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5d32c50036fcd18c7ac2e251914c0d4"></a><!-- doxytag: member="QuantLib::VarianceSwap::arguments::maturityDate" ref="d5d32c50036fcd18c7ac2e251914c0d4" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b></td></tr>
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