QuantLib_Greeks

Langue: en

Autres versions - même langue

Version: 379516 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Greeks -

additional option results

SYNOPSIS


#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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