MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Inheritance diagram for MargrabeOption::results:

Public Member Functions

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

Public Attributes

Real delta1
 
Real delta2
 
Real gamma1
 
Real gamma2
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, boost::any > additionalResults
 
- Public Attributes inherited from Greeks
Real delta
 
Real gamma
 
Real theta
 
Real vega
 
Real rho
 
Real dividendRho
 

Detailed Description

Extra results for Margrabe option.