MoreGreeks Class Reference

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#include <ql/option.hpp>

Inheritance diagram for MoreGreeks:

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

Public Attributes
Real	itmCashProbability
Real	deltaForward
Real	elasticity
Real	thetaPerDay
Real	strikeSensitivity

Detailed Description

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