SingleAssetOption Member List

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

clone() const=0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
delta() const=0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
dividendRho() const (defined in SingleAssetOption)SingleAssetOption [virtual]
dividendRho_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
dividendRhoComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
dividendYield_ (defined in SingleAssetOption)SingleAssetOption [protected]
DivYieldFunction (defined in SingleAssetOption)SingleAssetOption [friend]
dRMultiplier_ (defined in SingleAssetOption)SingleAssetOption [protected, static]
dVolMultiplier_ (defined in SingleAssetOption)SingleAssetOption [protected, static]
gamma() const=0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
hasBeenCalculated_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
impliedDivYield(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Spread minYield=1.0e-7, Spread maxYield=4.0) const (defined in SingleAssetOption)SingleAssetOption
impliedVolatility(Real targetValue, Real accuracy=1e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constSingleAssetOption
payoff_ (defined in SingleAssetOption)SingleAssetOption [protected]
residualTime_ (defined in SingleAssetOption)SingleAssetOption [protected]
rho() const (defined in SingleAssetOption)SingleAssetOption [virtual]
rho_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
rhoComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
riskFreeRate_ (defined in SingleAssetOption)SingleAssetOption [protected]
setDividendYield(Rate newDividendYield) (defined in SingleAssetOption)SingleAssetOption [virtual]
setRiskFreeRate(Rate newRate) (defined in SingleAssetOption)SingleAssetOption [virtual]
setVolatility(Volatility newVolatility) (defined in SingleAssetOption)SingleAssetOption [virtual]
SingleAssetOption(Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) (defined in SingleAssetOption)SingleAssetOption
theta() const (defined in SingleAssetOption)SingleAssetOption [virtual]
theta_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
thetaComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
underlying_ (defined in SingleAssetOption)SingleAssetOption [protected]
value() const=0 (defined in SingleAssetOption)SingleAssetOption [pure virtual]
vega() const (defined in SingleAssetOption)SingleAssetOption [virtual]
vega_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
vegaComputed_ (defined in SingleAssetOption)SingleAssetOption [mutable, protected]
volatility_ (defined in SingleAssetOption)SingleAssetOption [protected]
VolatilityFunction (defined in SingleAssetOption)SingleAssetOption [friend]
~SingleAssetOption() (defined in SingleAssetOption)SingleAssetOption [virtual]