#include <everestoption.hpp>
Inheritance diagram for EverestOption::results:
Collaboration diagram for EverestOption::results:
Public Member Functions | |
| void | reset () override |
| Public Member Functions inherited from MultiAssetOption::results | |
| void | reset () override |
| void | reset () override |
| Public Member Functions inherited from PricingEngine::results | |
| virtual | ~results ()=default |
| virtual void | reset ()=0 |
| Public Member Functions inherited from Greeks | |
| void | reset () override |
Public Attributes | |
| Rate | yield |
| Public Attributes inherited from Instrument::results | |
| Real | value |
| Real | errorEstimate |
| Date | valuationDate |
| std::map< std::string, ext::any > | additionalResults |
| Public Attributes inherited from Greeks | |
| Real | delta |
| Real | gamma |
| Real | theta |
| Real | vega |
| Real | rho |
| Real | dividendRho |
Detailed Description
Definition at line 59 of file everestoption.hpp.
Member Function Documentation
◆ reset()
|
overridevirtual |
Implements PricingEngine::results.
Definition at line 66 of file everestoption.cpp.
Here is the call graph for this function:
Member Data Documentation
◆ yield
| Rate yield |
Definition at line 63 of file everestoption.hpp.