- 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.