QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Results from single-asset option calculation More...
#include <oneassetoption.hpp>
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 |
Results from single-asset option calculation
Definition at line 69 of file oneassetoption.hpp.
|
overridevirtual |
Reimplemented from Instrument::results.
Definition at line 73 of file oneassetoption.hpp.