quant::portfolio::PositionRisk Struct Reference

#include <portfolio.hpp>

Public Attributes
double	delta
double	gamma
double	price
double	rho
double	theta
double	value
double	vega

Member Data Documentation

delta

double quant::portfolio::PositionRisk::delta

gamma

double quant::portfolio::PositionRisk::gamma

price

double quant::portfolio::PositionRisk::price

rho

double quant::portfolio::PositionRisk::rho

theta

double quant::portfolio::PositionRisk::theta

value

double quant::portfolio::PositionRisk::value

vega

double quant::portfolio::PositionRisk::vega

---

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

• include/quant/portfolio.hpp