Extra results for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
Public Member Functions | |
void | reset () |
![]() | |
void | reset () |
![]() | |
void | reset () |
![]() | |
virtual void | reset ()=0 |
![]() | |
void | reset () |
Public Attributes | |
Real | delta1 |
Real | delta2 |
Real | gamma1 |
Real | gamma2 |
Extra results for Margrabe option.