MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <ql/instruments/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.

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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.