Greeks Class Reference

additional option results More...

#include <ql/option.hpp>

Inheritance diagram for Greeks:

Public Member Functions

void reset ()
 
- Public Member Functions inherited from PricingEngine::results
virtual void reset ()=0
 

Public Attributes

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

Detailed Description

additional option results