QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
QuantoOptionResults< ResultsType > Class Template Reference

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

Detailed Description

template<class ResultsType>
class QuantLib::QuantoOptionResults< ResultsType >

Results from quanto option calculation