Class QuantoOptionResults

Results from quanto option calculation

Hierarchy

Results
- QuantoOptionResults
  - Results
  - Results
  - Results

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new QuantoOptionResults(ResultsType: Results): QuantoOptionResults

- Defined in ql/instruments/quantovanillaoption.ts:15
Parameters
- ResultsType: Results
Returns QuantoOptionResults

Properties

ResultsType

ResultsType: Results

_isDisposed

_isDisposed: boolean = false

additionalResults

additionalResults: Map<string, any> = new Map()

errorEstimate

errorEstimate: Real

qlambda

qlambda: Real

qrho

qrho: Real

qvega

qvega: Real

valuationDate

valuationDate: Date

value

value: Real

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Results.isDisposed
- Defined in ql/pricingengine.ts:52
Returns boolean

Methods

dispose

dispose(): void

Inherited from Results.dispose
- Defined in ql/pricingengine.ts:56
Returns void

reset

reset(): void

Overrides Results.reset
- Defined in ql/instruments/quantovanillaoption.ts:23
Returns void