WriterExtensibleOption Member List

This is the complete list of members for WriterExtensibleOption, 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 OneAssetOption)OneAssetOption
delta_ (defined in OneAssetOption)OneAssetOptionmutableprotected
deltaForward() const (defined in OneAssetOption)OneAssetOption
deltaForward_ (defined in OneAssetOption)OneAssetOptionmutableprotected
dividendRho() const (defined in OneAssetOption)OneAssetOption
dividendRho_ (defined in OneAssetOption)OneAssetOptionmutableprotected
elasticity() const (defined in OneAssetOption)OneAssetOption
elasticity_ (defined in OneAssetOption)OneAssetOptionmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
exercise() (defined in Option)Option
exercise2() (defined in WriterExtensibleOption)WriterExtensibleOption
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) const OneAssetOptionvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
gamma() const (defined in OneAssetOption)OneAssetOption
gamma_ (defined in OneAssetOption)OneAssetOptionmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const WriterExtensibleOptionvirtual
itmCashProbability() const (defined in OneAssetOption)OneAssetOption
itmCashProbability_ (defined in OneAssetOption)OneAssetOptionmutableprotected
LazyObject() (defined in LazyObject)LazyObject
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
OneAssetOption(const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) (defined in OneAssetOption)OneAssetOption
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
payoff2() (defined in WriterExtensibleOption)WriterExtensibleOption
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 OneAssetOption)OneAssetOption
rho_ (defined in OneAssetOption)OneAssetOptionmutableprotected
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const WriterExtensibleOptionvirtual
setupExpired() const OneAssetOptionprotectedvirtual
strikeSensitivity() const (defined in OneAssetOption)OneAssetOption
strikeSensitivity_ (defined in OneAssetOption)OneAssetOptionmutableprotected
theta() const (defined in OneAssetOption)OneAssetOption
theta_ (defined in OneAssetOption)OneAssetOptionmutableprotected
thetaPerDay() const (defined in OneAssetOption)OneAssetOption
thetaPerDay_ (defined in OneAssetOption)OneAssetOptionmutableprotected
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 OneAssetOption)OneAssetOption
vega_ (defined in OneAssetOption)OneAssetOptionmutableprotected
WriterExtensibleOption(const boost::shared_ptr< PlainVanillaPayoff > &payoff1, const boost::shared_ptr< Exercise > &exercise1, const boost::shared_ptr< PlainVanillaPayoff > &payoff2, const boost::shared_ptr< Exercise > &exercise2)WriterExtensibleOption
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual