quant::pde::BarrierPdeGreeksResult Struct Reference

#include <pde_barrier.hpp>

Public Attributes
double	delta
double	gamma
double	price

Member Data Documentation

delta

double quant::pde::BarrierPdeGreeksResult::delta

gamma

double quant::pde::BarrierPdeGreeksResult::gamma

price

double quant::pde::BarrierPdeGreeksResult::price

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

• include/quant/pde_barrier.hpp