A free/open-source library for quantitative finance
MultiAssetOption::results Class Reference
Results from multi-asset option calculation More...
#include <ql/instruments/multiassetoption.hpp>
Inheritance diagram for MultiAssetOption::results:
Public Member Functions | |
| 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 () |
Additional Inherited Members | |
| 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
Results from multi-asset option calculation