MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Inheritance diagram for MargrabeOption::results:

Public Member Functions

void reset ()
 
- Public Member Functions inherited from MultiAssetOption::results
void reset ()
 
- Public Member Functions inherited from Instrument::results
void reset ()
 
- Public Member Functions inherited from PricingEngine::results
virtual void reset ()=0
 
- Public Member Functions inherited from Greeks
void reset ()
 

Public Attributes

Real delta1
 
Real delta2
 
Real gamma1
 
Real gamma2
 

Detailed Description

Extra results for Margrabe option.