more additional option results More...
#include <option.hpp>
Inheritance diagram for MoreGreeks:
Collaboration diagram for MoreGreeks:
Public Member Functions | |
| void | reset () override |
| Public Member Functions inherited from PricingEngine::results | |
| virtual | ~results ()=default |
| virtual void | reset ()=0 |
Public Attributes | |
| Real | itmCashProbability |
| Real | deltaForward |
| Real | elasticity |
| Real | thetaPerDay |
| Real | strikeSensitivity |
Detailed Description
more additional option results
Definition at line 79 of file option.hpp.
Member Function Documentation
◆ reset()
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overridevirtual |
Implements PricingEngine::results.
Definition at line 81 of file option.hpp.
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Member Data Documentation
◆ itmCashProbability
| Real itmCashProbability |
Definition at line 85 of file option.hpp.
◆ deltaForward
| Real deltaForward |
Definition at line 85 of file option.hpp.
◆ elasticity
| Real elasticity |
Definition at line 85 of file option.hpp.
◆ thetaPerDay
| Real thetaPerDay |
Definition at line 85 of file option.hpp.
◆ strikeSensitivity
| Real strikeSensitivity |
Definition at line 86 of file option.hpp.