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

Results from multi-asset option calculation More...

#include <ql/instruments/multiassetoption.hpp>

Inheritance diagram for MultiAssetOption::results:

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

Detailed Description

Results from multi-asset option calculation