Results from single-asset option calculation More...
#include <ql/instruments/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()
|
overridevirtual |
Reimplemented from Instrument::results.
Definition at line 73 of file oneassetoption.hpp.
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