QuantoVanillaOption Member List

This is the complete list of members for QuantoVanillaOption, including all inherited members.
calculate() constLazyObject [protected]
Call enum value (defined in Option)Option
correlation_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
delta() const (defined in VanillaOption)VanillaOption
delta_ (defined in VanillaOption)VanillaOption [mutable, protected]
description() constInstrument
dividendRho() const (defined in VanillaOption)VanillaOption
dividendRho_ (defined in VanillaOption)VanillaOption [mutable, protected]
dividendTS_ (defined in VanillaOption)VanillaOption [protected]
engine_ (defined in Option)Option [protected]
errorEstimate() const (defined in Option)Option
errorEstimate_ (defined in Option)Option [mutable, protected]
exchRateVolTS_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
exercise_ (defined in VanillaOption)VanillaOption [protected]
foreignRiskFreeTS_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
freeze()LazyObject
gamma() const (defined in VanillaOption)VanillaOption
gamma_ (defined in VanillaOption)VanillaOption [mutable, protected]
impliedVolatility(double targetValue, double accuracy=1.0e-4, Size maxEvaluations=100, double minVol=1.0e-4, double maxVol=4.0) constVanillaOption
Instrument(const std::string &isinCode="", const std::string &description="") (defined in Instrument)Instrument
isExpired() constInstrument
isExpired_ (defined in Instrument)Instrument [mutable, protected]
isinCode() constInstrument
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
Option(const Handle< PricingEngine > &engine, const std::string &isinCode="", const std::string &description="") (defined in Option)Option
performCalculations() constQuantoVanillaOption [protected, virtual]
Put enum value (defined in Option)Option
qlambda() const (defined in QuantoVanillaOption)QuantoVanillaOption
qlambda_ (defined in QuantoVanillaOption)QuantoVanillaOption [mutable, protected]
qrho() const (defined in QuantoVanillaOption)QuantoVanillaOption
qrho_ (defined in QuantoVanillaOption)QuantoVanillaOption [mutable, protected]
QuantoVanillaOption(Option::Type type, const RelinkableHandle< MarketElement > &underlying, double strike, const RelinkableHandle< TermStructure > &dividendTS, const RelinkableHandle< TermStructure > &riskFreeTS, const Exercise &exercise, const RelinkableHandle< BlackVolTermStructure > &volTS, const Handle< PricingEngine > &engine, const RelinkableHandle< TermStructure > &foreignRiskFreeTS, const RelinkableHandle< BlackVolTermStructure > &exchRateVolTS, const RelinkableHandle< MarketElement > &correlation, const std::string &isinCode="", const std::string &description="") (defined in QuantoVanillaOption)QuantoVanillaOption
qvega() const (defined in QuantoVanillaOption)QuantoVanillaOption
qvega_ (defined in QuantoVanillaOption)QuantoVanillaOption [mutable, protected]
recalculate()LazyObject
registerWith(const Handle< Observable > &) (defined in Observer)Observer
rho() const (defined in VanillaOption)VanillaOption
rho_ (defined in VanillaOption)VanillaOption [mutable, protected]
riskFreeTS_ (defined in VanillaOption)VanillaOption [protected]
setPricingEngine(const Handle< PricingEngine > &) (defined in Option)Option
setupEngine() const (defined in QuantoVanillaOption)QuantoVanillaOption [protected, virtual]
Straddle enum value (defined in Option)Option
strike_ (defined in VanillaOption)VanillaOption [protected]
strikeSensitivity() const (defined in VanillaOption)VanillaOption
strikeSensitivity_ (defined in VanillaOption)VanillaOption [mutable, protected]
theta() const (defined in VanillaOption)VanillaOption
theta_ (defined in VanillaOption)VanillaOption [mutable, protected]
Type enum name (defined in Option)Option
type_ (defined in VanillaOption)VanillaOption [protected]
underlying_ (defined in VanillaOption)VanillaOption [protected]
unfreeze()LazyObject
unregisterWith(const Handle< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaOption(Option::Type type, const RelinkableHandle< MarketElement > &underlying, double strike, const RelinkableHandle< TermStructure > &dividendTS, const RelinkableHandle< TermStructure > &riskFreeTS, const Exercise &exercise, const RelinkableHandle< BlackVolTermStructure > &volTS, const Handle< PricingEngine > &engine=Handle< PricingEngine >(), const std::string &isinCode="", const std::string &description="") (defined in VanillaOption)VanillaOption
vega() const (defined in VanillaOption)VanillaOption
vega_ (defined in VanillaOption)VanillaOption [mutable, protected]
volTS_ (defined in VanillaOption)VanillaOption [protected]
~Instrument() (defined in Instrument)Instrument [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~Option() (defined in Option)Option [virtual]

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