Documentation build: 2ad88e973293
quant-pricer-cpp
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Public Attributes | List of all members
quant::portfolio::PortfolioTotals Struct Reference

#include <portfolio.hpp>

Public Attributes

double delta {}
 
double gamma {}
 
double rho {}
 
double theta {}
 
double value {}
 
double vega {}
 

Member Data Documentation

◆ delta

double quant::portfolio::PortfolioTotals::delta {}

◆ gamma

double quant::portfolio::PortfolioTotals::gamma {}

◆ rho

double quant::portfolio::PortfolioTotals::rho {}

◆ theta

double quant::portfolio::PortfolioTotals::theta {}

◆ value

double quant::portfolio::PortfolioTotals::value {}

◆ vega

double quant::portfolio::PortfolioTotals::vega {}
The documentation for this struct was generated from the following file: