QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
MoreGreeks Class Reference

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#include <option.hpp>

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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
 

Detailed Description

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Definition at line 79 of file option.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Implements PricingEngine::results.

Definition at line 81 of file option.hpp.

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Member Data Documentation

◆ itmCashProbability

Real itmCashProbability

Definition at line 85 of file option.hpp.

◆ deltaForward

Real deltaForward

Definition at line 85 of file option.hpp.

◆ elasticity

Real elasticity

Definition at line 85 of file option.hpp.

◆ thetaPerDay

Real thetaPerDay

Definition at line 85 of file option.hpp.

◆ strikeSensitivity

Real strikeSensitivity

Definition at line 86 of file option.hpp.