VarianceSwap Member List
This is the complete list of members for VarianceSwap, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | [mutable, protected] |
calculate() const | Instrument | [protected, virtual] |
calculated_ (defined in LazyObject) | LazyObject | [mutable, protected] |
engine_ (defined in Instrument) | Instrument | [protected] |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | [mutable, protected] |
fetchResults(const PricingEngine::results *) const | VarianceSwap | [virtual] |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | [mutable, protected] |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | VarianceSwap | [virtual] |
LazyObject() (defined in LazyObject) | LazyObject | |
maturityDate() const (defined in VarianceSwap) | VarianceSwap | |
maturityDate_ (defined in VarianceSwap) | VarianceSwap | [protected] |
notifyObservers() | Observable | |
notional() const (defined in VarianceSwap) | VarianceSwap | |
notional_ (defined in VarianceSwap) | VarianceSwap | [protected] |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | [mutable, protected] |
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 | |
performCalculations() const | Instrument | [protected, virtual] |
position() const (defined in VarianceSwap) | VarianceSwap | |
position_ (defined in VarianceSwap) | VarianceSwap | [protected] |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
result(const std::string &tag) const | Instrument | |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *args) const | VarianceSwap | [virtual] |
setupExpired() const | VarianceSwap | [protected, virtual] |
startDate() const (defined in VarianceSwap) | VarianceSwap | |
startDate_ (defined in VarianceSwap) | VarianceSwap | [protected] |
strike() const (defined in VarianceSwap) | VarianceSwap | |
strike_ (defined in VarianceSwap) | VarianceSwap | [protected] |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
update() | LazyObject | [virtual] |
valuationDate() const | Instrument | |
valuationDate_ (defined in Instrument) | Instrument | [mutable, protected] |
variance() const (defined in VarianceSwap) | VarianceSwap | |
variance_ (defined in VarianceSwap) | VarianceSwap | [mutable, protected] |
VarianceSwap(Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate) (defined in VarianceSwap) | VarianceSwap | |
~LazyObject() (defined in LazyObject) | LazyObject | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |