QuantLib_MargrabeOption_results man page

MargrabeOption::results — Extra results for Margrabe option.  

Synopsis

#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Inherits MultiAssetOption::results.

Public Member Functions

void reset ()

Public Attributes

Real delta1
Real delta2
Real gamma1
Real gamma2

Detailed Description

Extra results for Margrabe option.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 1 2017 Version 1.10.1 QuantLib