MoreGreeks Class Reference

#include <ql/option.hpp>

Inheritance diagram for MoreGreeks:

Inheritance graph
[legend]
List of all members.

Detailed Description

more additional option results


Public Member Functions

void reset ()

Public Attributes

double itmCashProbability
double deltaForward
double elasticity
double thetaPerDay
double strikeSensitivity


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen