QuantLib_QuantoOptionResults (3) Linux Manual Page

QuantLib::QuantoOptionResults – Results from quanto option calculation

Synopsis

#include <ql/instruments/quantovanillaoption.hpp>

Inherits QuantLib::ResultsType.

Public Member Functions

void reset ()

Public Attributes

Real qvega

Real qrho

Real qlambda

Detailed Description

template<class ResultsType> class QuantLib::QuantoOptionResults< ResultsType >

Results from quanto option calculation

Author

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