, 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) const | SingleAssetOption | |
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] |