FFTEngine Member List

This is the complete list of members for FFTEngine, 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 =0 (defined in FFTEngine)FFTEngine [pure virtual]
complexFourierTransform(std::complex< Real > u) const =0 (defined in FFTEngine)FFTEngine [protected, pure virtual]
discountFactor(Date d) const =0 (defined in FFTEngine)FFTEngine [protected, pure virtual]
dividendYield(Date d) const =0 (defined in FFTEngine)FFTEngine [protected, pure virtual]
FFTEngine(const boost::shared_ptr< StochasticProcess1D > &process, Real logStrikeSpacing) (defined in FFTEngine)FFTEngine
lambda_ (defined in FFTEngine)FFTEngine [protected]
precalculate(const std::vector< boost::shared_ptr< Instrument > > &optionList) (defined in FFTEngine)FFTEngine
precalculateExpiry(Date d)=0 (defined in FFTEngine)FFTEngine [protected, pure virtual]
process_ (defined in FFTEngine)FFTEngine [protected]
update() (defined in FFTEngine)FFTEngine