QuantLib: MargrabeOption::results Class Reference

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

Public Member Functions | Public Attributes | List of all members
MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

`#include <ql/experimental/exoticoptions/margrabeoption.hpp>`

Inheritance diagram for MargrabeOption::results:
[legend]

## Public Member Functions
void | reset ()
Public Member Functions inherited from MultiAssetOption::results
void | reset ()
Public Member Functions inherited from Greeks
void | reset ()

## Public Attributes
Real | delta1
Real | delta2
Real | gamma1
Real | gamma2
Public Attributes inherited from Greeks
Real | delta
Real | gamma
Real | theta
Real | vega
Real | rho
Real | dividendRho

## Detailed Description

Extra results for Margrabe option.