QuantLib: OneAssetOption::results Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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OneAssetOption::results Class Reference

Results from single-asset option calculation More...

`#include <ql/instruments/oneassetoption.hpp>`

Inheritance diagram for OneAssetOption::results:
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## Public Member Functions
void | reset ()
Public Member Functions inherited from Greeks
void | reset ()
Public Member Functions inherited from MoreGreeks
void | reset ()

## Additional Inherited Members
Public Attributes inherited from Greeks
Real | delta
Real | gamma
Real | theta
Real | vega
Real | rho
Real | dividendRho
Public Attributes inherited from MoreGreeks
Real | itmCashProbability
Real | deltaForward
Real | elasticity
Real | thetaPerDay
Real | strikeSensitivity

## Detailed Description

Results from single-asset option calculation