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QuantLib_Greeks
Langue: en
Version: 163781 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Greeks - additional option resultsSYNOPSIS
#include <ql/option.hpp>
Inherits QuantLib::PricingEngine::results.
Inherited by MultiAssetOption::results, and OneAssetOption::results.
Public Member Functions
void reset ()
Public Attributes
Real delta
Real gamma
Real theta
Real vega
Real rho
Real dividendRho
Detailed Description
additional option results
Author
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Contenus ©2006-2024 Benjamin Poulain
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