A free/open-source library for quantitative finance
Reference manual - version 1.6
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MoreGreeks
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MoreGreeks Class Reference
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#include <ql/option.hpp>
Inheritance diagram for MoreGreeks:
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legend
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Public Member Functions
void
reset
()
Public Attributes
Real
itmCashProbability
Real
deltaForward
Real
elasticity
Real
thetaPerDay
Real
strikeSensitivity
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