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quantlib.js
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"ql/instruments/varianceswap"
VarianceSwap
Arguments
Class Arguments
Hierarchy
Arguments
Arguments
Index
Constructors
constructor
Properties
_is
Disposed
maturity
Date
notional
position
start
Date
strike
Accessors
is
Disposed
Methods
dispose
validate
Constructors
constructor
new
Arguments
(
)
:
Arguments
Returns
Arguments
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
maturity
Date
maturity
Date
:
Date
notional
notional
:
Real
position
position
:
Type
start
Date
start
Date
:
Date
strike
strike
:
Real
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
validate
validate
(
)
:
void
Returns
void
Globals
"ql/instruments/varianceswap"
Variance
Swap
Arguments
constructor
_is
Disposed
maturity
Date
notional
position
start
Date
strike
is
Disposed
dispose
validate