QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Public Attributes | List of all members
MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <margrabeoption.hpp>

+ Inheritance diagram for MargrabeOption::results:
+ Collaboration diagram for MargrabeOption::results:

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
 

Detailed Description

Extra results for Margrabe option.

Definition at line 68 of file margrabeoption.hpp.

Constructor & Destructor Documentation

◆ results()

results ( )
default

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Definition at line 75 of file margrabeoption.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ delta1

Real delta1 = Null<Real>()

Definition at line 71 of file margrabeoption.hpp.

◆ delta2

Real delta2 = Null<Real>()

Definition at line 72 of file margrabeoption.hpp.

◆ gamma1

Real gamma1 = Null<Real>()

Definition at line 73 of file margrabeoption.hpp.

◆ gamma2

Real gamma2 = Null<Real>()

Definition at line 74 of file margrabeoption.hpp.