A free/open-source library for quantitative finance
Reference manual - version 1.20
QuantLib
Greeks
Public Member Functions
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Public Attributes
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List of all members
Greeks Class Reference
additional option results
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#include <ql/option.hpp>
Inheritance diagram for Greeks:
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legend
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Public Member Functions
void
reset
()
Public Attributes
Real
delta
Real
gamma
Real
theta
Real
vega
Real
rho
Real
dividendRho
Detailed Description
additional option results
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