QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
Greeks Class Reference

additional option results More...

#include <ql/option.hpp>

+ Inheritance diagram for Greeks:

Public Member Functions

void reset ()
 

Public Attributes

Real delta
 
Real gamma
 
Real theta
 
Real vega
 
Real rho
 
Real dividendRho
 

Detailed Description

additional option results