QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Public Attributes | List of all members
EverestOption::results Class Reference

#include <ql/experimental/exoticoptions/everestoption.hpp>

+ Inheritance diagram for EverestOption::results:
+ Collaboration diagram for EverestOption::results:

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
 

Detailed Description

Definition at line 59 of file everestoption.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Implements PricingEngine::results.

Definition at line 66 of file everestoption.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ yield

Rate yield

Definition at line 63 of file everestoption.hpp.