MoreGreeks Class Reference

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#include <ql/option.hpp>

Inheritance diagram for MoreGreeks:

Public Member Functions

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

Public Attributes

Real itmCashProbability
 
Real deltaForward
 
Real elasticity
 
Real thetaPerDay
 
Real strikeSensitivity
 

Detailed Description

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