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quantlib.js
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"ql/experimental/exoticoptions/margrabeoption"
MargrabeOption
Results
Class Results
Hierarchy
Results
Results
Implements
Results
Results
Greeks
Results
Results
Greeks
Index
Constructors
constructor
Properties
_is
Disposed
additional
Results
delta
delta1
delta2
dispose
dividend
Rho
error
Estimate
gamma
gamma1
gamma2
is
Disposed
rho
theta
valuation
Date
value
vega
Methods
reset
Constructors
constructor
new
Results
(
)
:
Results
Returns
Results
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
additional
Results
additional
Results
:
Map
<
string
,
any
>
= new Map()
delta
delta
:
Real
delta1
delta1
:
Real
delta2
delta2
:
Real
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
dividend
Rho
dividend
Rho
:
Real
error
Estimate
error
Estimate
:
Real
gamma
gamma
:
Real
gamma1
gamma1
:
Real
gamma2
gamma2
:
Real
is
Disposed
is
Disposed
:
boolean
rho
rho
:
Real
theta
theta
:
Real
valuation
Date
valuation
Date
:
Date
value
value
:
Real
vega
vega
:
Real
Methods
reset
reset
(
)
:
void
Returns
void
Globals
"ql/experimental/exoticoptions/margrabeoption"
Margrabe
Option
Results
constructor
_is
Disposed
additional
Results
delta
delta1
delta2
dispose
dividend
Rho
error
Estimate
gamma
gamma1
gamma2
is
Disposed
rho
theta
valuation
Date
value
vega
reset