Greeks Class Reference

additional option results More...

#include <option.hpp>

Inheritance diagram for Greeks:

Collaboration diagram for Greeks:

Public Member Functions
void	reset () override
Public Member Functions inherited from PricingEngine::results
virtual	~results ()=default
virtual void	reset ()=0

Public Attributes
Real	delta
Real	gamma
Real	theta
Real	vega
Real	rho
Real	dividendRho

Detailed Description

additional option results

Definition at line 69 of file option.hpp.

Member Function Documentation

reset()

void reset ( )

overridevirtual

Implements PricingEngine::results.

Definition at line 71 of file option.hpp.

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Member Data Documentation

delta

Real delta

Definition at line 72 of file option.hpp.

gamma

Real gamma

Definition at line 72 of file option.hpp.

theta

Real theta

Definition at line 73 of file option.hpp.

vega

Real vega

Definition at line 74 of file option.hpp.

rho

Real rho

Definition at line 75 of file option.hpp.

dividendRho

Real dividendRho

Definition at line 75 of file option.hpp.