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