QuantoOptionResults< ResultsType > Class Template Reference

Results from quanto option calculation More...

#include <quantovanillaoption.hpp>

Inheritance diagram for QuantoOptionResults< ResultsType >:

Collaboration diagram for QuantoOptionResults< ResultsType >:

Public Member Functions
	QuantoOptionResults ()
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

Definition at line 35 of file quantovanillaoption.hpp.

Constructor & Destructor Documentation

QuantoOptionResults()

QuantoOptionResults

(

)

Definition at line 37 of file quantovanillaoption.hpp.

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Member Function Documentation

reset()

void reset ( )

override

Definition at line 38 of file quantovanillaoption.hpp.

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Member Data Documentation

qvega

Real qvega

Definition at line 42 of file quantovanillaoption.hpp.

qrho

Real qrho

Definition at line 43 of file quantovanillaoption.hpp.

qlambda

Real qlambda

Definition at line 44 of file quantovanillaoption.hpp.