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.