QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Public Attributes | List of all members
QuantoOptionResults< ResultsType > Class Template Reference

Results from quanto option calculation More...

#include <ql/instruments/quantovanillaoption.hpp>

Inherits ResultsType.

Public Member Functions

void reset ()
 

Public Attributes

Real qvega
 
Real qrho
 
Real qlambda
 

Detailed Description

template<class ResultsType>
class QuantLib::QuantoOptionResults< ResultsType >

Results from quanto option calculation