QuantLib_QuantoOptionResults man page

QuantoOptionResults< ResultsType > — Results from quanto option calculation

Synopsis

#include <ql/instruments/quantovanillaoption.hpp>

Inherits ResultsType.

Public Member Functions

void reset ()

Public Attributes

Real qvega

Real qrho

Real qlambda

Detailed Description

template<class ResultsType>

class QuantLib::QuantoOptionResults< ResultsType >" Results from quanto option calculation

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib