QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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more additional option results More...
#include <option.hpp>
Public Member Functions | |
void | reset () override |
Public Member Functions inherited from PricingEngine::results | |
virtual | ~results ()=default |
virtual void | reset ()=0 |
Public Attributes | |
Real | itmCashProbability |
Real | deltaForward |
Real | elasticity |
Real | thetaPerDay |
Real | strikeSensitivity |
more additional option results
Definition at line 79 of file option.hpp.
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overridevirtual |
Implements PricingEngine::results.
Definition at line 81 of file option.hpp.
Real itmCashProbability |
Definition at line 85 of file option.hpp.
Real deltaForward |
Definition at line 85 of file option.hpp.
Real elasticity |
Definition at line 85 of file option.hpp.
Real thetaPerDay |
Definition at line 85 of file option.hpp.
Real strikeSensitivity |
Definition at line 86 of file option.hpp.