Extra results for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
Inheritance diagram for MargrabeOption::results: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 |
Extra results for Margrabe option.