bc_type typedef (defined in FDVanillaEngine) | FDVanillaEngine | [protected] |
BCs_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
calculate(OneAssetOption::results *result) const (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
center_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
exerciseDate_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
FDDividendEngine(Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) (defined in FDDividendEngine) | FDDividendEngine | |
FDMultiPeriodEngine(Size gridPoints=100, Size timeSteps=100, bool timeDependent=false) (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
FDVanillaEngine(Size timeSteps, Size gridPoints, bool timeDependent=false) (defined in FDVanillaEngine) | FDVanillaEngine | |
finiteDifferenceOperator_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
getDividendTime(int i) const (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
getResidualTime() const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
grid() const (defined in FDVanillaEngine) | FDVanillaEngine | |
grid_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
gridPoints_ (defined in FDVanillaEngine) | FDVanillaEngine | [protected] |
initializeGrid() const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
initializeInitialCondition() const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
initializeModel() const (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected, virtual] |
initializeOperator() const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
initializeStepCondition() const (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected, virtual] |
intrinsicValues_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
model_ (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [mutable, protected] |
payoff_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
prices_ (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [mutable, protected] |
process_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
requiredGridValue_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
schedule_ (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [mutable, protected] |
setGridLimits() const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
setGridLimits(Real, Time) const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
setupArguments(const OneAssetOption::arguments *args, const DividendSchedule *schedule) const (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
setupArguments(const OneAssetOption::arguments *args) (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
setupArguments(const OneAssetOption::arguments *args) const (defined in FDVanillaEngine) | FDVanillaEngine | [protected, virtual] |
sMax_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
sMin_ (defined in FDVanillaEngine) | FDVanillaEngine | [mutable, protected] |
stepCondition_ (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [mutable, protected] |
timeDependent_ (defined in FDVanillaEngine) | FDVanillaEngine | [protected] |
timeStepPerPeriod_ (defined in FDMultiPeriodEngine) | FDMultiPeriodEngine | [protected] |
timeSteps_ (defined in FDVanillaEngine) | FDVanillaEngine | [protected] |
~FDVanillaEngine() (defined in FDVanillaEngine) | FDVanillaEngine | [virtual] |