Results from single-asset option calculation More...
#include <ql/instruments/oneassetoption.hpp>
Inheritance diagram for OneAssetOption::results:Public Member Functions | |
| void | reset () |
Public Member Functions inherited from Greeks | |
| void | reset () |
Public Member Functions inherited from MoreGreeks | |
| void | reset () |
Additional Inherited Members | |
Public Attributes inherited from Greeks | |
| Real | delta |
| Real | gamma |
| Real | theta |
| Real | vega |
| Real | rho |
| Real | dividendRho |
Public Attributes inherited from MoreGreeks | |
| Real | itmCashProbability |
| Real | deltaForward |
| Real | elasticity |
| Real | thetaPerDay |
| Real | strikeSensitivity |
Results from single-asset option calculation