MargrabeOption::results Class Reference

Extra results for Margrabe option. More...

#include <ql/experimental/exoticoptions/margrabeoption.hpp>

Inheritance diagram for MargrabeOption::results:

List of all members.

Public Member Functions

void reset ()

Public Attributes

Real delta1
Real delta2
Real gamma1
Real gamma2

Detailed Description

Extra results for Margrabe option.