Forward option engines
[Pricing engines]
Detailed Description
Classes | |
| class | ForwardEngine |
| Forward-engine base class More... | |
| class | ForwardPerformanceEngine |
| Forward performance engine More... | |
| class | MCVarianceSwapEngine |
| Variance-swap pricing engine using Monte Carlo simulation,. More... | |
| class | ReplicatingVarianceSwapEngine |
| Variance-swap pricing engine using replicating cost,. More... | |