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QuantLib_QuantoOptionResults
Langue: en
Version: 374827 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::QuantoOptionResults -Results from quanto option calculation
SYNOPSIS
#include <ql/instruments/quantovanillaoption.hpp>
Inherits QuantLib::ResultsType.
Public Member Functions
void reset ()
Public Attributes
Real qvega
Real qrho
Real qlambda
Detailed Description
template<class ResultsType> class QuantLib::QuantoOptionResults< ResultsType >
Results from quanto option calculationAuthor
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