QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
QuantoOptionResults< ResultsType > Class Template Reference

Results from quanto option calculation More...

#include <quantovanillaoption.hpp>

+ Inheritance diagram for QuantoOptionResults< ResultsType >:
+ Collaboration diagram for QuantoOptionResults< ResultsType >:

Public Member Functions

 QuantoOptionResults ()
 
void reset () override
 

Public Attributes

Real qvega
 
Real qrho
 
Real qlambda
 

Detailed Description

template<class ResultsType>
class QuantLib::QuantoOptionResults< ResultsType >

Results from quanto option calculation

Definition at line 35 of file quantovanillaoption.hpp.

Constructor & Destructor Documentation

◆ QuantoOptionResults()

Definition at line 37 of file quantovanillaoption.hpp.

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Member Function Documentation

◆ reset()

void reset ( )
override

Definition at line 38 of file quantovanillaoption.hpp.

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Member Data Documentation

◆ qvega

Real qvega

Definition at line 42 of file quantovanillaoption.hpp.

◆ qrho

Real qrho

Definition at line 43 of file quantovanillaoption.hpp.

◆ qlambda

Real qlambda

Definition at line 44 of file quantovanillaoption.hpp.