* Variance is additive, hence a forward starting VarianceSwap may be decomposed into the difference of two spot starting ones.
*/
public void swapForwardStarting() {
// First, create a swap which starts in 1 year and observes for a further four
final VarianceSwap swapForwardStarting1to5 = new VarianceSwap(expiry1, expiry5, expiry5, varStrike, varNotional, Currency.EUR, annualization, nObsExpected, noObsDisrupted, singleObsSoNoReturn,
noObsWeights);
final double pvFowardStart = PRICER.presentValue(swapForwardStarting1to5, MARKET);
// Second, create two spot starting swaps. One that expires at the end of observations, one expiring at the beginnning
final VarianceSwap swapSpotStarting1 = new VarianceSwap(now, expiry1, expiry5, varStrike, varNotional, Currency.EUR, annualization, nObsExpected, noObsDisrupted, singleObsSoNoReturn, noObsWeights);
final VarianceSwap swapSpotStarting5 = new VarianceSwap(now, expiry5, expiry5, varStrike, varNotional, Currency.EUR, annualization, nObsExpected, noObsDisrupted, singleObsSoNoReturn, noObsWeights);
final double pvSpot1 = PRICER.presentValue(swapSpotStarting1, MARKET);
final double pvSpot5 = PRICER.presentValue(swapSpotStarting5, MARKET);
final double pvDiffOfTwoSpotStarts = (5.0 * pvSpot5 - 1.0 * pvSpot1) / 4.0;