QuantoVanillaOption Member List

This is the complete list of members for QuantoVanillaOption, including all inherited members.
arguments typedef (defined in QuantoVanillaOption)QuantoVanillaOption
blackScholesProcess_ (defined in OneAssetOption)OneAssetOption [protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Call enum value (defined in Option)Option
correlation_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
delta() const (defined in OneAssetOption)OneAssetOption
delta_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
deltaForward() const (defined in OneAssetOption)OneAssetOption
deltaForward_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
dividendRho() const (defined in OneAssetOption)OneAssetOption
dividendRho_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
elasticity() const (defined in OneAssetOption)OneAssetOption
elasticity_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exchRateVolTS_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
exercise_ (defined in Option)Option [protected]
foreignRiskFreeTS_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
gamma() const (defined in OneAssetOption)OneAssetOption
gamma_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
impliedVolatility(double price, double accuracy=1.0e-4, Size maxEvaluations=100, double minVol=QL_MIN_VOLATILITY, double maxVol=QL_MAX_VOLATILITY) const OneAssetOption
Instrument() (defined in Instrument)Instrument
isExpired() const OneAssetOption [virtual]
itmCashProbability() const (defined in OneAssetOption)OneAssetOption
itmCashProbability_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneAssetOption(const Handle< BlackScholesStochasticProcess > &stochProc, const Handle< Payoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in OneAssetOption)OneAssetOption
OneAssetStrikedOption(const Handle< BlackScholesStochasticProcess > &stochProc, const Handle< StrikedTypePayoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in OneAssetStrikedOption)OneAssetStrikedOption
operator=(const Observer &) (defined in Observer)Observer
Option(const Handle< Payoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() const QuantoVanillaOption [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(const RelinkableHandle< TermStructure > &foreignRiskFreeTS, const RelinkableHandle< BlackVolTermStructure > &exchRateVolTS, const RelinkableHandle< Quote > &correlation, const Handle< BlackScholesStochasticProcess > &stochProc, const Handle< StrikedTypePayoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine) (defined in QuantoVanillaOption)QuantoVanillaOption
qvega() const (defined in QuantoVanillaOption)QuantoVanillaOption
qvega_ (defined in QuantoVanillaOption)QuantoVanillaOption [mutable, protected]
recalculate()LazyObject
registerWith(const Handle< T > &h) (defined in Observer)Observer
results typedef (defined in QuantoVanillaOption)QuantoVanillaOption
rho() const (defined in OneAssetOption)OneAssetOption
rho_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
setPricingEngine(const Handle< PricingEngine > &)Instrument
setupArguments(Arguments *) const QuantoVanillaOption [virtual]
setupExpired() const QuantoVanillaOption [protected, virtual]
Straddle enum value (defined in Option)Option
strikeSensitivity() const (defined in OneAssetStrikedOption)OneAssetStrikedOption
strikeSensitivity_ (defined in OneAssetStrikedOption)OneAssetStrikedOption [mutable, protected]
theta() const (defined in OneAssetOption)OneAssetOption
theta_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
thetaPerDay() const (defined in OneAssetOption)OneAssetOption
thetaPerDay_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const Handle< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaOption(const Handle< BlackScholesStochasticProcess > &stochProc, const Handle< StrikedTypePayoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in VanillaOption)VanillaOption
vega() const (defined in OneAssetOption)OneAssetOption
vega_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]

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