MultiAssetOption Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Call enum value (defined in Option)Option
delta() const (defined in MultiAssetOption)MultiAssetOption
delta_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
dividendRho() const (defined in MultiAssetOption)MultiAssetOption
dividendRho_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) const MultiAssetOptionvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
gamma() const (defined in MultiAssetOption)MultiAssetOption
gamma_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const MultiAssetOptionvirtual
LazyObject() (defined in LazyObject)LazyObject
MultiAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in MultiAssetOption)MultiAssetOption
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator<<(std::ostream &, Option::Type)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() const Instrumentprotectedvirtual
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
rho() const (defined in MultiAssetOption)MultiAssetOption
rho_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const MultiAssetOptionvirtual
setupExpired() const MultiAssetOptionprotectedvirtual
theta() const (defined in MultiAssetOption)MultiAssetOption
theta_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
Type enum name (defined in Option)Option
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in LazyObject)LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
vega() const (defined in MultiAssetOption)MultiAssetOption
vega_ (defined in MultiAssetOption)MultiAssetOptionmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual