BasketOption Member List

This is the complete list of members for BasketOption, including all inherited members.
BasketOption(const BasketType basketType, const std::vector< Handle< BlackScholesStochasticProcess > > &stochProcs, const Handle< PlainVanillaPayoff > &payoff, const Handle< Exercise > &exercise, const Matrix &correlation, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in BasketOption)BasketOption
BasketType enum name (defined in BasketOption)BasketOption
blackScholesProcesses_ (defined in MultiAssetOption)MultiAssetOption [protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Call enum value (defined in Option)Option
correlation_ (defined in MultiAssetOption)MultiAssetOption [protected]
delta() const (defined in MultiAssetOption)MultiAssetOption
delta_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
dividendRho() const (defined in MultiAssetOption)MultiAssetOption
dividendRho_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exercise_ (defined in Option)Option [protected]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
gamma() const (defined in MultiAssetOption)MultiAssetOption
gamma_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const MultiAssetOption [virtual]
LazyObject() (defined in LazyObject)LazyObject
Max enum value (defined in BasketOption)BasketOption
Min enum value (defined in BasketOption)BasketOption
MultiAssetOption(const std::vector< Handle< BlackScholesStochasticProcess > > &stochProcs, const Handle< Payoff > &payoff, const Handle< Exercise > &exercise, const Matrix &correlation, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in MultiAssetOption)MultiAssetOption
notifyObservers()Observable
NPV() const Instrument
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< Payoff > &payoff, const Handle< Exercise > &exercise, const Handle< PricingEngine > &engine=Handle< PricingEngine >()) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() const BasketOption [protected, virtual]
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const Handle< T > &h) (defined in Observer)Observer
rho() const (defined in MultiAssetOption)MultiAssetOption
rho_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
setPricingEngine(const Handle< PricingEngine > &)Instrument
setupArguments(Arguments *) const BasketOption [virtual]
setupExpired() const MultiAssetOption [protected, virtual]
Straddle enum value (defined in Option)Option
theta() const (defined in MultiAssetOption)MultiAssetOption
theta_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const Handle< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
vega() const (defined in MultiAssetOption)MultiAssetOption
vega_ (defined in MultiAssetOption)MultiAssetOption [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]

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