EuropeanOption Member List

This is the complete list of members for EuropeanOption, including all inherited members.
beta() const (defined in EuropeanOption)EuropeanOption
clone() const (defined in EuropeanOption)EuropeanOption [virtual]
delta() const (defined in EuropeanOption)EuropeanOption [virtual]
dividendRho() const (defined in EuropeanOption)EuropeanOption [virtual]
dividendRho_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
dividendRhoComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
dividendYield_ (defined in SingleAssetOption)SingleAssetOption [protected]
dRMultiplier_ (defined in SingleAssetOption)SingleAssetOption [protected, static]
dVolMultiplier_ (defined in SingleAssetOption)SingleAssetOption [protected, static]
EuropeanOption(Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility) (defined in EuropeanOption)EuropeanOption
gamma() const (defined in EuropeanOption)EuropeanOption [virtual]
hasBeenCalculated_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
impliedDivYield(double targetValue, double accuracy=1e-4, Size maxEvaluations=100, double minVol=1.0e-7, double maxVol=4.0) const (defined in SingleAssetOption)SingleAssetOption
impliedVolatility(double targetValue, double accuracy=1e-4, Size maxEvaluations=100, double minVol=1.0e-4, double maxVol=4.0) constSingleAssetOption
payoff_ (defined in SingleAssetOption)SingleAssetOption [protected]
residualTime_ (defined in SingleAssetOption)SingleAssetOption [protected]
rho() const (defined in EuropeanOption)EuropeanOption [virtual]
rho_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
rhoComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
riskFreeRate_ (defined in SingleAssetOption)SingleAssetOption [protected]
setDividendYield(Rate newDividendYield) (defined in EuropeanOption)EuropeanOption [virtual]
setRiskFreeRate(Rate newRate) (defined in EuropeanOption)EuropeanOption [virtual]
setVolatility(double newVolatility) (defined in EuropeanOption)EuropeanOption [virtual]
SingleAssetOption(Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility) (defined in SingleAssetOption)SingleAssetOption
theta() const (defined in EuropeanOption)EuropeanOption [virtual]
theta_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
thetaComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
underlying_ (defined in SingleAssetOption)SingleAssetOption [protected]
value() const (defined in EuropeanOption)EuropeanOption [virtual]
vega() const (defined in EuropeanOption)EuropeanOption [virtual]
vega_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
vegaComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
volatility_ (defined in SingleAssetOption)SingleAssetOption [protected]
~SingleAssetOption() (defined in SingleAssetOption)SingleAssetOption [virtual]

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen