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 Sep 23 2016 Version 1.8.1 QuantLib