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 1 2017 Version 1.10.1 QuantLib