QuantLib_QuantoOptionResults

Langue: en

Autres versions - même langue

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 calculation

Author

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