[Quantlib-users] VarianceSwap Class Reference

[Daniel L. <dan...@gm...>]

Hi Quantlib experts,

I was looking for some implementation to value a spot Variance swap
contract with discrete fixing points.

I looked into the VarianceSwap Class Reference in
https://rkapl123.github.io/QLAnnotatedSource/d1/dfb/class_quant_lib_1_1_variance_swap.html
which is defined as below -

VarianceSwap (Position::Type position, Real strike, Real notional,
const Date &startDate, const Date &maturityDate)

However I am missing few things as below -

1. How can I input the valuation date?
2. How can I input the discount curve
3. Is the startDate corresponding to the start date of fixing interval?
4. Is this class for discrete fixing or continuous fixing?

Is there any workout example for this valuation either in c++ or python?

Your pointer will be highly appreciated.

Thanks for your time.