QuantLib_QuantoOptionResults (3) - Linux Manuals

QuantLib_QuantoOptionResults: Results from quanto option calculation

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 >

Author

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