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quantlib.js
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"ql/instruments/quantoforwardvanillaoption"
QuantoForwardVanillaOptionEngine
Results
Class Results
Hierarchy
QuantoOptionResults
Results
Index
Constructors
constructor
Properties
Results
Type
_is
Disposed
additional
Results
error
Estimate
qlambda
qrho
qvega
valuation
Date
value
Accessors
is
Disposed
Methods
dispose
reset
Constructors
constructor
new
Results
(
)
:
Results
Returns
Results
Properties
Results
Type
Results
Type
:
Results
_is
Disposed
_is
Disposed
:
boolean
= false
additional
Results
additional
Results
:
Map
<
string
,
any
>
= new Map()
error
Estimate
error
Estimate
:
Real
qlambda
qlambda
:
Real
qrho
qrho
:
Real
qvega
qvega
:
Real
valuation
Date
valuation
Date
:
Date
value
value
:
Real
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
reset
reset
(
)
:
void
Returns
void
Globals
"ql/instruments/quantoforwardvanillaoption"
Quanto
Forward
Vanilla
Option
Engine
Arguments
Results
constructor
Results
Type
_is
Disposed
additional
Results
error
Estimate
qlambda
qrho
qvega
valuation
Date
value
is
Disposed
dispose
reset