fastmm::options::Greeks Struct Reference

#include <fastmm/core/options/black76.hpp>

Public Attributes
double	price = 0.0
double	delta = 0.0
double	gamma = 0.0
double	vega = 0.0
double	theta = 0.0
double	rho = 0.0

Member Data Documentation

price

double fastmm::options::Greeks::price = 0.0

delta

double fastmm::options::Greeks::delta = 0.0

gamma

double fastmm::options::Greeks::gamma = 0.0

vega

double fastmm::options::Greeks::vega = 0.0

theta

double fastmm::options::Greeks::theta = 0.0

rho

double fastmm::options::Greeks::rho = 0.0