Extra results for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
 Inheritance diagram for MargrabeOption::results:
 Inheritance diagram for MargrabeOption::results:| Public Member Functions | |
| void | reset () | 
|  Public Member Functions inherited from MultiAssetOption::results | |
| void | reset () | 
|  Public Member Functions inherited from Greeks | |
| void | reset () | 
| Public Attributes | |
| Real | delta1 | 
| Real | delta2 | 
| Real | gamma1 | 
| Real | gamma2 | 
|  Public Attributes inherited from Greeks | |
| Real | delta | 
| Real | gamma | 
| Real | theta | 
| Real | vega | 
| Real | rho | 
| Real | dividendRho | 
Extra results for Margrabe option.