QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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MoreGreeks Class Reference

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#include <ql/option.hpp>

Inheritance diagram for MoreGreeks:

Public Member Functions

void reset () override

Public Attributes

Real itmCashProbability
Real deltaForward
Real elasticity
Real thetaPerDay
Real strikeSensitivity

Detailed Description

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