A free/open-source library for quantitative finance
Version 1.2.1
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
QuantLib
Greeks
Public Member Functions
|
Public Attributes
|
List of all members
Greeks Class Reference
additional option results
More...
#include <ql/option.hpp>
Inheritance diagram for Greeks:
[
legend
]
Public Member Functions
void
reset
()
Public Member Functions inherited from
PricingEngine::results
virtual void
reset
()=0
Public Attributes
Real
delta
Real
gamma
Real
theta
Real
vega
Real
rho
Real
dividendRho
Detailed Description
additional option results