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quantlib.js
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Globals
"ql/instruments/vanillaswingoption"
VanillaSwingOption
Results
Class Results
Results from single-asset option calculation
Hierarchy
Results
Results
Implements
Results
Results
Greeks
MoreGreeks
Results
Results
Greeks
MoreGreeks
Index
Properties
_is
Disposed
additional
Results
delta
delta
Forward
dispose
dividend
Rho
elasticity
error
Estimate
gamma
is
Disposed
itm
Cash
Probability
rho
strike
Sensitivity
theta
theta
Per
Day
valuation
Date
value
vega
Methods
reset
Properties
_is
Disposed
_is
Disposed
:
boolean
= false
additional
Results
additional
Results
:
Map
<
string
,
any
>
= new Map<string, any>()
delta
delta
:
Real
delta
Forward
delta
Forward
:
Real
dispose
dispose
:
(
)
=>
void
Type declaration
(
)
:
void
Returns
void
dividend
Rho
dividend
Rho
:
Real
elasticity
elasticity
:
Real
error
Estimate
error
Estimate
:
Real
gamma
gamma
:
Real
is
Disposed
is
Disposed
:
boolean
itm
Cash
Probability
itm
Cash
Probability
:
Real
rho
rho
:
Real
strike
Sensitivity
strike
Sensitivity
:
Real
theta
theta
:
Real
theta
Per
Day
theta
Per
Day
:
Real
valuation
Date
valuation
Date
:
Date
value
value
:
Real
vega
vega
:
Real
Methods
reset
reset
(
)
:
void
Returns
void
Globals
"ql/instruments/vanillaswingoption"
Swing
Exercise
Vanilla
Forward
Payoff
Vanilla
Swing
Option
Results
_is
Disposed
additional
Results
delta
delta
Forward
dispose
dividend
Rho
elasticity
error
Estimate
gamma
is
Disposed
itm
Cash
Probability
rho
strike
Sensitivity
theta
theta
Per
Day
valuation
Date
value
vega
reset
sec
Per
Day
create
Date
Times
Results from single-asset option calculation