, including all inherited members.
arguments_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [mutable, protected] |
calculate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [virtual] |
computeLogPayoff(const Real, const Real) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
computeOptionWeights(const StrikesType &, const Option::Type) const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
computeReplicatingPortfolio() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
getArguments() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
getResults() const (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
notifyObservers() | Observable | |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
operator=(const Observable &) | Observable | |
ReplicatingVarianceSwapEngine(const Real dk=5.0, const StrikesType &callStrikes=StrikesType(), const StrikesType &putStrikes=StrikesType(), const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | |
reset() (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [virtual] |
residualTime() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
results_ (defined in GenericEngine< VarianceSwap::arguments, VarianceSwap::results >) | GenericEngine< VarianceSwap::arguments, VarianceSwap::results > | [mutable, protected] |
riskFreeDiscount() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
riskFreeRate() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
StrikesType typedef (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | |
underlying() const (defined in ReplicatingVarianceSwapEngine) | ReplicatingVarianceSwapEngine | [protected] |
~Observable() (defined in Observable) | Observable | [virtual] |
~PricingEngine() (defined in PricingEngine) | PricingEngine | [virtual] |