beta() const (defined in EuropeanOption) | EuropeanOption | |
clone() const (defined in ContinuousGeometricAPO) | ContinuousGeometricAPO | [virtual] |
ContinuousGeometricAPO(Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility) (defined in ContinuousGeometricAPO) | ContinuousGeometricAPO | |
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) const | SingleAssetOption | |
payoff_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
residualTime_ (defined in SingleAssetOption) | SingleAssetOption | [protected] |
rho() const (defined in ContinuousGeometricAPO) | ContinuousGeometricAPO | [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 ContinuousGeometricAPO) | ContinuousGeometricAPO | [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] |