OptionResultsChunk Class Reference

#include <QuantlibPlugin.hpp>

Public Member Functions
	OptionResultsChunk (int32_t errorNum, double npv, double implVol, double delta, double gamma, double theta, double vega, double rho, char *error)
	~OptionResultsChunk ()
void	print () const

Public Attributes
int32_t	errNum
double	npv
double	implVol
double	delta
double	gamma
double	theta
double	vega
double	rho
char *	error

Detailed Description

OptionResultsChunk Class which contains All the values returned by any of operations by QuantLib calls in form of chunk

Constructor & Destructor Documentation

OptionResultsChunk()

OptionResultsChunk::OptionResultsChunk	(	int32_t	errorNum,
		double	npv,
		double	implVol,
		double	delta,
		double	gamma,
		double	theta,
		double	vega,
		double	rho,
		char *	error
	)

OptionResultsChunk constructor

~OptionResultsChunk()

OptionResultsChunk::~OptionResultsChunk

(

)

OptionResultsChunk destructor

Member Function Documentation

print()

void OptionResultsChunk::print

(

)

const

Prints all member variables of OptionResultsChunk

Member Data Documentation

delta

double OptionResultsChunk::delta

Greeks calculation of QuantLib

errNum

int32_t OptionResultsChunk::errNum

Error returned by any of QuantlibPlugin methods

error

char* OptionResultsChunk::error

Error if any operation fails

gamma

double OptionResultsChunk::gamma

Greeks calculation of QuantLib

implVol

double OptionResultsChunk::implVol

Implied volatility

npv

double OptionResultsChunk::npv

Net present value of cash flows

rho

double OptionResultsChunk::rho

Greeks calculation of QuantLib

theta

double OptionResultsChunk::theta

Greeks calculation of QuantLib

vega

double OptionResultsChunk::vega

Greeks calculation of QuantLib

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

• QuantlibPlugin.hpp