QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
OneAssetOption::results Class Reference

Results from single-asset option calculation More...

#include <oneassetoption.hpp>

+ Inheritance diagram for OneAssetOption::results:
+ Collaboration diagram for OneAssetOption::results:

Public Member Functions

void reset () override
 
void reset () override
 
- Public Member Functions inherited from PricingEngine::results
virtual ~results ()=default
 
virtual void reset ()=0
 
- Public Member Functions inherited from Greeks
void reset () override
 
- Public Member Functions inherited from MoreGreeks
void reset () override
 

Additional Inherited Members

- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 
- Public Attributes inherited from Greeks
Real delta
 
Real gamma
 
Real theta
 
Real vega
 
Real rho
 
Real dividendRho
 
- Public Attributes inherited from MoreGreeks
Real itmCashProbability
 
Real deltaForward
 
Real elasticity
 
Real thetaPerDay
 
Real strikeSensitivity
 

Detailed Description

Results from single-asset option calculation

Definition at line 69 of file oneassetoption.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Definition at line 73 of file oneassetoption.hpp.

+ Here is the call graph for this function: