- QuantLib
- MargrabeOption
- results
Extra results for Margrabe option. More...
#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Public Member Functions | |
| void | reset () |
Public Attributes | |
| Real | delta1 |
| Real | delta2 |
| Real | gamma1 |
| Real | gamma2 |
Extra results for Margrabe option.