1Forward option engines(3)          QuantLib          Forward option engines(3)
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NAME

6       Forward option engines -
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Detailed Description

9   Classes
10       class ForwardEngine
11           Forward-engine base class
12       class ForwardPerformanceEngine
13           Forward performance engine
14       class MCVarianceSwapEngine
15           Variance-swap pricing engine using Monte Carlo simulation,.
16       class ReplicatingVarianceSwapEngine
17           Variance-swap pricing engine using replicating cost,.
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21Version 0.8.1                     29 Oct 2007        Forward option engines(3)