QuantLib_Greeks man page

Greeks — additional option results  

Synopsis

#include <ql/option.hpp>

Inherits PricingEngine::results.

Inherited by MultiAssetOption::results, and OneAssetOption::results.

Public Member Functions

void reset ()

Public Attributes

Real delta
Real gamma
Real theta
Real vega
Real rho
Real dividendRho

Detailed Description

additional option results

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib