QuantLib_MoreGreeks (3) - Linux Manuals

QuantLib_MoreGreeks: more additional option results

NAME

QuantLib::MoreGreeks - more additional option results

SYNOPSIS


#include <ql/option.hpp>

Inherits QuantLib::PricingEngine::results.

Inherited by results.

Public Member Functions


void reset ()

Public Attributes


Real itmCashProbability

Real deltaForward

Real elasticity

Real thetaPerDay

Real strikeSensitivity

Detailed Description

more additional option results

Author

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