optionGreeks.hpp File Reference

Interface of option's Greeks structure. More...

#include <map>
#include <marketModels/marketModel.hpp>
#include <pricingEngines/pricingEngine.hpp>
#include <instruments/options/option.hpp>

Go to the source code of this file.

Classes
struct	julian::GreeksIntermediateResults
	Data structure holding the PV and Greeks. More...
class	julian::OptionGreeks
	Interface for OptionGreeks decorator. More...

Detailed Description

Interface of option's Greeks structure.