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"ql/experimental/exoticoptions/twoassetcorrelationoption"
TwoAssetCorrelationOption
Results
Class Results
Hierarchy
Results
Results
Implements
Results
Results
Greeks
Results
Results
Greeks
Index
Properties
_is
Disposed
additional
Results
delta
dispose
dividend
Rho
error
Estimate
gamma
is
Disposed
rho
theta
valuation
Date
value
vega
Methods
reset
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
additional
Results
additional
Results
:
Map
<
string
,
any
>
= new Map()
delta
delta
:
Real
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
dividend
Rho
dividend
Rho
:
Real
error
Estimate
error
Estimate
:
Real
gamma
gamma
:
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/twoassetcorrelationoption"
Two
Asset
Correlation
Option
Results
_is
Disposed
additional
Results
delta
dispose
dividend
Rho
error
Estimate
gamma
is
Disposed
rho
theta
valuation
Date
value
vega
reset