Variance Swaps Using Swig

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Variance Swaps Using Swig

Douglas C. Roach
Does anyone have input file which can be used to produce the c-sharp wrapper for the variance swap mode (varianceswap.i)?  The latest version of SWIG for c-sharp does not include the variance swap model.
 

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Douglas C. Roach | e: [hidden email] | m: 646.220.0218
 

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