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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Results from multi-asset option calculation More...
#include <ql/instruments/multiassetoption.hpp>
Public Member Functions | |
| void | reset () override |
| Public Member Functions inherited from Greeks | |
| void | reset () override |
Additional Inherited Members | |
| Public Attributes inherited from Greeks | |
| Real | delta |
| Real | gamma |
| Real | theta |
| Real | vega |
| Real | rho |
| Real | dividendRho |
Results from multi-asset option calculation