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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Results from quanto option calculation More...
#include <ql/instruments/quantovanillaoption.hpp>
Public Member Functions | |
| void | reset () override |
Public Attributes | |
| Real | qvega |
| Real | qrho |
| Real | qlambda |
Results from quanto option calculation