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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