additional option results More...
#include <option.hpp>
Inheritance diagram for Greeks:
Collaboration diagram for Greeks:
Public Member Functions | |
| void | reset () override |
| Public Member Functions inherited from PricingEngine::results | |
| virtual | ~results ()=default |
| virtual void | reset ()=0 |
Public Attributes | |
| Real | delta |
| Real | gamma |
| Real | theta |
| Real | vega |
| Real | rho |
| Real | dividendRho |
Detailed Description
additional option results
Definition at line 69 of file option.hpp.
Member Function Documentation
◆ reset()
|
overridevirtual |
Implements PricingEngine::results.
Definition at line 71 of file option.hpp.
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Member Data Documentation
◆ delta
| Real delta |
Definition at line 72 of file option.hpp.
◆ gamma
| Real gamma |
Definition at line 72 of file option.hpp.
◆ theta
| Real theta |
Definition at line 73 of file option.hpp.
◆ vega
| Real vega |
Definition at line 74 of file option.hpp.
◆ rho
| Real rho |
Definition at line 75 of file option.hpp.
◆ dividendRho
| Real dividendRho |
Definition at line 75 of file option.hpp.