QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
OneAssetOption::results Class Reference

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
 

Detailed Description

Results from single-asset option calculation