OneAssetOption::results Class Reference

Results from single-asset option calculation More...

#include <ql/instruments/oneassetoption.hpp>

Inheritance diagram for OneAssetOption::results:

Public Member Functions
void	reset () override
Public Member Functions inherited from Greeks
void	reset () override
Public Member Functions inherited from MoreGreeks
void	reset () override

Additional Inherited Members
Public Attributes inherited from Greeks
Real	delta
Real	gamma
Real	theta
Real	vega
Real	rho
Real	dividendRho
Public Attributes inherited from MoreGreeks
Real	itmCashProbability
Real	deltaForward
Real	elasticity
Real	thetaPerDay
Real	strikeSensitivity

Detailed Description

Results from single-asset option calculation