Class Arguments

Hierarchy

Results
- Arguments

Implements

Index

Accessors

isDisposed

Methods

Properties

_isDisposed

_isDisposed: boolean = false

additionalResults

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

delta

delta: Real

deltaForward

deltaForward: Real

dividendRho

dividendRho: Real

elasticity

elasticity: Real

errorEstimate

errorEstimate: Real

exercise

exercise: SwingExercise

gamma

gamma: Real

itmCashProbability

itmCashProbability: Real

maxExerciseRights

maxExerciseRights: Size

minExerciseRights

minExerciseRights: Size

payoff

payoff: StrikedTypePayoff

rho

rho: Real

strikeSensitivity

strikeSensitivity: Real

theta

theta: Real

thetaPerDay

thetaPerDay: Real

valuationDate

valuationDate: Date

value

value: Real

vega

vega: Real

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Arguments.isDisposed

Overrides ResultsGreeksMoreGreeks.isDisposed
- Defined in ql/pricingengine.ts:33
Returns boolean

Methods

dispose

dispose(): void

Inherited from Arguments.dispose

Overrides ResultsGreeksMoreGreeks.dispose
- Defined in ql/pricingengine.ts:37
Returns void

reset

reset(): void

Inherited from Results.reset

Overrides ResultsGreeksMoreGreeks.reset
- Defined in ql/instruments/oneassetoption.ts:190
Returns void

validate

validate(): void

Inherited from Arguments.validate

Overrides Arguments.validate
- Defined in ql/option.ts:51
Returns void