QuantoVanillaOption Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
arguments typedef (defined in QuantoVanillaOption)QuantoVanillaOption
calculate() constInstrument [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 typedef (defined in QuantoVanillaOption)QuantoVanillaOption
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exchRateVolTS_ (defined in QuantoVanillaOption)QuantoVanillaOption [protected]
exercise_ (defined in Option)Option [protected]
fetchResults(const PricingEngine::results *) constQuantoVanillaOption [virtual]
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(Real price, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constOneAssetOption
Instrument() (defined in Instrument)Instrument
isExpired() constOneAssetOption [virtual]
itmCashProbability() const (defined in OneAssetOption)OneAssetOption
itmCashProbability_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
OneAssetOption(const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in OneAssetOption)OneAssetOption
OneAssetStrikedOption(const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in OneAssetStrikedOption)OneAssetStrikedOption
operator<<(std::ostream &, Option::Type)Option [related]
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() constInstrument [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 Handle< YieldTermStructure > &foreignRiskFreeTS, const Handle< BlackVolTermStructure > &exchRateVolTS, const Handle< Quote > &correlation, const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &) (defined in QuantoVanillaOption)QuantoVanillaOption
qvega() const (defined in QuantoVanillaOption)QuantoVanillaOption
qvega_ (defined in QuantoVanillaOption)QuantoVanillaOption [mutable, protected]
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) constInstrument
results typedef (defined in QuantoVanillaOption)QuantoVanillaOption
rho() const (defined in OneAssetOption)OneAssetOption
rho_ (defined in OneAssetOption)OneAssetOption [mutable, protected]
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const (defined in QuantoVanillaOption)QuantoVanillaOption
QuantLib::Option::setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constQuantoVanillaOption [protected, virtual]
stochasticProcess_ (defined in OneAssetOption)OneAssetOption [protected]
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 boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaOption(const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< 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]