MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <ql/instruments/margrabeoption.hpp>

Inheritance diagram for MargrabeOption::results:

Public Member Functions
void	reset () override
Public Member Functions inherited from MultiAssetOption::results
void	reset () override
Public Member Functions inherited from Greeks
void	reset () override

Public Attributes
Real	delta1 = Null<Real>()
Real	delta2 = Null<Real>()
Real	gamma1 = Null<Real>()
Real	gamma2 = Null<Real>()
Public Attributes inherited from Greeks
Real	delta
Real	gamma
Real	theta
Real	vega
Real	rho
Real	dividendRho

Detailed Description

Extra results for Margrabe option.