QuantLib_MoreGreeks man page

MoreGreeks — more additional option results

Synopsis

#include <ql/option.hpp>

Inherits PricingEngine::results.

Inherited by OneAssetOption::results.

Public Member Functions

void reset ()

Public Attributes

Real itmCashProbability

Real deltaForward

Real elasticity

Real thetaPerDay

Real strikeSensitivity

Detailed Description

more additional option results

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib