quant::mc::GreeksResult Struct Reference

Monte Carlo Greeks result (mean/SE/CI per estimator). More...

#include <mc.hpp>

Collaboration diagram for quant::mc::GreeksResult:

Public Attributes
McStatistic	delta
McStatistic	gamma_lrm
McStatistic	gamma_mixed
McStatistic	theta
McStatistic	vega

Detailed Description

Monte Carlo Greeks result (mean/SE/CI per estimator).

Member Data Documentation

delta

McStatistic quant::mc::GreeksResult::delta

gamma_lrm

McStatistic quant::mc::GreeksResult::gamma_lrm

gamma_mixed

McStatistic quant::mc::GreeksResult::gamma_mixed

theta

McStatistic quant::mc::GreeksResult::theta

vega

McStatistic quant::mc::GreeksResult::vega

---

The documentation for this struct was generated from the following file:

• include/quant/mc.hpp