BatesEngine Member List

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

AnalyticHestonEngine(const boost::shared_ptr< HestonModel > &model, Size integrationOrder=64) (defined in AnalyticHestonEngine)AnalyticHestonEngine
arguments_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results > [mutable, protected]
BatesEngine(const boost::shared_ptr< BatesModel > &model, Size integrationOrder=64) (defined in BatesEngine)BatesEngine
calculate() const (defined in AnalyticHestonEngine)AnalyticHestonEngine [virtual]
GenericModelEngine() (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >
GenericModelEngine(const boost::shared_ptr< HestonModel > &model) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >
getArguments() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results > [virtual]
getResults() const (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results > [virtual]
jumpDiffusionTerm(Real phi, Time t, Size j) const (defined in BatesEngine)BatesEngine [protected, virtual]
model_ (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > [protected]
notifyObservers()Observable
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
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
reset() (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results > [virtual]
results_ (defined in GenericEngine< VanillaOption::arguments, VanillaOption::results >)GenericEngine< VanillaOption::arguments, VanillaOption::results > [mutable, protected]
setModel(const boost::shared_ptr< HestonModel > &model) (defined in GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >)GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~PricingEngine() (defined in PricingEngine)PricingEngine [virtual]