QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Extra results for Margrabe option. More...
#include <margrabeoption.hpp>
Public Member Functions | |
results ()=default | |
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 | |
Real | delta1 = Null<Real>() |
Real | delta2 = Null<Real>() |
Real | gamma1 = Null<Real>() |
Real | gamma2 = Null<Real>() |
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 |
Extra results for Margrabe option.
Definition at line 68 of file margrabeoption.hpp.
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default |
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overridevirtual |
Reimplemented from Instrument::results.
Definition at line 75 of file margrabeoption.hpp.
Definition at line 71 of file margrabeoption.hpp.
Definition at line 72 of file margrabeoption.hpp.
Definition at line 73 of file margrabeoption.hpp.
Definition at line 74 of file margrabeoption.hpp.