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<title>Greeks Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 1.2</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_greeks.html">Greeks</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Greeks Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Greeks" --><!-- doxytag: inherits="QuantLib::PricingEngine::results" -->
<p>additional option results
<a href="class_quant_lib_1_1_greeks.html#details">More...</a></p>
<p><code>#include <ql/option.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Greeks:</div>
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<div class="center"><img src="class_quant_lib_1_1_greeks__inherit__graph.png" border="0" usemap="#_greeks_inherit__map" alt="Inheritance graph"/></div>
<map name="_greeks_inherit__map" id="_greeks_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_multi_asset_option_1_1results.html" title="Results from multi-asset option calculation" alt="" coords="5,86,67,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_one_asset_option_1_1results.html" title="Results from single-asset option calculation" alt="" coords="91,86,152,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_greeks-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::Greeks::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td colspan="2"><h2><a name="pub-attribs"></a>
Public Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6e815cecfc8bf0ee83558d5bfd70c2d1"></a><!-- doxytag: member="QuantLib::Greeks::delta" ref="a6e815cecfc8bf0ee83558d5bfd70c2d1" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeb695f823ca39262c951705759792d22"></a><!-- doxytag: member="QuantLib::Greeks::gamma" ref="aeb695f823ca39262c951705759792d22" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gamma</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c52330fe605e3d67b38b448db51a49c"></a><!-- doxytag: member="QuantLib::Greeks::theta" ref="a2c52330fe605e3d67b38b448db51a49c" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>theta</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af9da45f4580b5165ceb0da994368b510"></a><!-- doxytag: member="QuantLib::Greeks::vega" ref="af9da45f4580b5165ceb0da994368b510" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>vega</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae07d6de71cc56577f5d379b54839ba8c"></a><!-- doxytag: member="QuantLib::Greeks::rho" ref="ae07d6de71cc56577f5d379b54839ba8c" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rho</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c5d299a74a83de4dd1b4ef52afb6209"></a><!-- doxytag: member="QuantLib::Greeks::dividendRho" ref="a7c5d299a74a83de4dd1b4ef52afb6209" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dividendRho</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>additional option results </p>
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