FFTVanillaEngine Member List
This is the complete list of members for FFTVanillaEngine, including all inherited members.
calculate() const (defined in FFTEngine) | FFTEngine | |
calculateUncached(boost::shared_ptr< StrikedTypePayoff > payoff, boost::shared_ptr< Exercise > exercise) const (defined in FFTEngine) | FFTEngine | [protected] |
clone() const (defined in FFTVanillaEngine) | FFTVanillaEngine | [virtual] |
complexFourierTransform(std::complex< Real > u) const (defined in FFTVanillaEngine) | FFTVanillaEngine | [protected, virtual] |
discountFactor(Date d) const (defined in FFTVanillaEngine) | FFTVanillaEngine | [protected, virtual] |
dividendYield(Date d) const (defined in FFTVanillaEngine) | FFTVanillaEngine | [protected, virtual] |
FFTEngine(const boost::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine) | FFTEngine | |
FFTVanillaEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real logStrikeSpacing=0.001) (defined in FFTVanillaEngine) | FFTVanillaEngine | |
lambda_ (defined in FFTEngine) | FFTEngine | [protected] |
precalculate(const std::vector< boost::shared_ptr< Instrument > > &optionList) (defined in FFTEngine) | FFTEngine | |
precalculateExpiry(Date d) (defined in FFTVanillaEngine) | FFTVanillaEngine | [protected, virtual] |
process_ (defined in FFTEngine) | FFTEngine | [protected] |
update() (defined in FFTEngine) | FFTEngine |