QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <everestoption.hpp>
Public Member Functions | |
void | reset () override |
Public Member Functions inherited from MultiAssetOption::results | |
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 Attributes | |
Rate | yield |
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 |
Definition at line 59 of file everestoption.hpp.
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overridevirtual |
Implements PricingEngine::results.
Definition at line 66 of file everestoption.cpp.
Rate yield |
Definition at line 63 of file everestoption.hpp.