quant::portfolio::VanillaPosition Struct Reference

#include <portfolio.hpp>

Public Attributes
double	dividend
double	quantity
double	rate
double	spot
double	strike
double	time
OptionType	type
double	volatility

Member Data Documentation

dividend

double quant::portfolio::VanillaPosition::dividend

quantity

double quant::portfolio::VanillaPosition::quantity

rate

double quant::portfolio::VanillaPosition::rate

spot

double quant::portfolio::VanillaPosition::spot

strike

double quant::portfolio::VanillaPosition::strike

time

double quant::portfolio::VanillaPosition::time

type

OptionType quant::portfolio::VanillaPosition::type

volatility

double quant::portfolio::VanillaPosition::volatility

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

• include/quant/portfolio.hpp