quant::pde::PdeResult Struct Reference

#include <pde.hpp>

Public Attributes
double	delta
double	gamma
double	price
std::optional< double >	theta

Member Data Documentation

delta

double quant::pde::PdeResult::delta

gamma

double quant::pde::PdeResult::gamma

price

double quant::pde::PdeResult::price

theta

std::optional<double> quant::pde::PdeResult::theta

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

• include/quant/pde.hpp