BaroneAdesiWhaleyApproximationEngine Member List

This is the complete list of members for BaroneAdesiWhaleyApproximationEngine, including all inherited members.

arguments() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
arguments_ (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [mutable, protected]
calculate() const (defined in BaroneAdesiWhaleyApproximationEngine)BaroneAdesiWhaleyApproximationEngine [virtual]
criticalPrice(const boost::shared_ptr< StrikedTypePayoff > &payoff, DiscountFactor riskFreeDiscount, DiscountFactor dividendDiscount, Real variance, Real tolerance=1e-6) (defined in BaroneAdesiWhaleyApproximationEngine)BaroneAdesiWhaleyApproximationEngine [static]
notifyObservers()Observable
reset() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
results() const (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [virtual]
results_ (defined in GenericEngine< OneAssetOption::arguments, OneAssetOption::results >)GenericEngine< OneAssetOption::arguments, OneAssetOption::results > [mutable, protected]
~Observable() (defined in Observable)Observable [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]


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