QuantLib: MoreGreeks Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Public Attributes | List of all members
MoreGreeks Class Reference

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`#include <ql/option.hpp>`

Inheritance diagram for MoreGreeks:
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## Public Member Functions
void | reset ()

## Public Attributes
Real | itmCashProbability
Real | deltaForward
Real | elasticity
Real | thetaPerDay
Real | strikeSensitivity

## Detailed Description

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