Public Attributes | |
| QuantLib::Real | timeToExpiry |
| QuantLib::Real | underlyingLength |
| QuantLib::Real | forward |
| std::vector< Real > | strikes |
| std::vector< Real > | marketInput |
| std::vector< Real > | calibrationTarget |
| std::vector< Real > | calibrationResult |
| QuantLib::Real | error |
| bool | accepted |