QuantLib_MoreGreeks (3) Linux Manual Page
QuantLib::MoreGreeks – more additional option results
Synopsis
#include <ql/option.hpp>
Inherits QuantLib::PricingEngine::results.
Inherited by results.
Public Member Functions
void reset ()
Public Attributes
Real itmCashProbability
Real deltaForward
Real elasticity
Real thetaPerDay
Real strikeSensitivity
Detailed Description
more additional option results
Author
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