QuantoOptionResults< ResultsType > Class Template Reference

Results from quanto option calculation More...

#include <ql/instruments/quantovanillaoption.hpp>

Inherits ResultsType.

List of all members.

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