Forward option engines
[Pricing engines]


Classes

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

Detailed Description