QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Results from quanto option calculation More...
#include <quantovanillaoption.hpp>
Public Member Functions | |
QuantoOptionResults () | |
void | reset () override |
Public Attributes | |
Real | qvega |
Real | qrho |
Real | qlambda |
Results from quanto option calculation
Definition at line 35 of file quantovanillaoption.hpp.
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override |
Real qvega |
Definition at line 42 of file quantovanillaoption.hpp.
Real qrho |
Definition at line 43 of file quantovanillaoption.hpp.
Real qlambda |
Definition at line 44 of file quantovanillaoption.hpp.