Extra results for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>
Public Member Functions | |
void | reset () |
![]() | |
void | reset () |
![]() | |
void | reset () |
Public Attributes | |
Real | delta1 |
Real | delta2 |
Real | gamma1 |
Real | gamma2 |
![]() | |
Real | delta |
Real | gamma |
Real | theta |
Real | vega |
Real | rho |
Real | dividendRho |
Extra results for Margrabe option.