QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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VarianceOption::results Class Reference

Results from variance-option calculation More...

#include <varianceoption.hpp>

+ Inheritance diagram for VarianceOption::results:
+ Collaboration diagram for VarianceOption::results:

Additional Inherited Members

- Public Member Functions inherited from Instrument::results
void reset () override
 
- Public Member Functions inherited from PricingEngine::results
virtual ~results ()=default
 
virtual void reset ()=0
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 

Detailed Description

Results from variance-option calculation

Definition at line 82 of file varianceoption.hpp.