QuantoOptionResults< ResultsType > Class Template Reference
Results from quanto option calculation More...
#include <ql/instruments/quantovanillaoption.hpp>
Inherits QuantLib::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