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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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#include <ql/option.hpp>
Public Member Functions | |
| void | reset () override |
Public Attributes | |
| Real | itmCashProbability |
| Real | deltaForward |
| Real | elasticity |
| Real | thetaPerDay |
| Real | strikeSensitivity |
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