VarianceSwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairVariance() const (defined in VarianceSwap)VarianceSwap
fairVariance_ (defined in VarianceSwap)VarianceSwap [mutable, protected]
fetchResults(const PricingEngine::results *) constVarianceSwap [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() constVarianceSwap [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in VarianceSwap)VarianceSwap
maturityDate_ (defined in VarianceSwap)VarianceSwap [protected]
notifyObservers()Observable
notional() const (defined in VarianceSwap)VarianceSwap
notional_ (defined in VarianceSwap)VarianceSwap [protected]
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
optionWeights(Option::Type) const (defined in VarianceSwap)VarianceSwap
optionWeights_ (defined in VarianceSwap)VarianceSwap [mutable, protected]
performCalculations() constVarianceSwap [protected, virtual]
position() const (defined in VarianceSwap)VarianceSwap
position_ (defined in VarianceSwap)VarianceSwap [protected]
process_ (defined in VarianceSwap)VarianceSwap [protected]
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) constInstrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementDate() const (defined in VarianceSwap)VarianceSwap
setupArguments(PricingEngine::arguments *args) const (defined in VarianceSwap)VarianceSwap
QuantLib::Instrument::setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constVarianceSwap [protected, virtual]
strike() const (defined in VarianceSwap)VarianceSwap
strike_ (defined in VarianceSwap)VarianceSwap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
VarianceSwap(Position::Type position, Real strike, Real notional, const boost::shared_ptr< StochasticProcess > &process, const Date &maturityDate, const boost::shared_ptr< PricingEngine > &engine) (defined in VarianceSwap)VarianceSwap
WeightsType typedef (defined in VarianceSwap)VarianceSwap
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]