QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
AnalyticEuropeanMargrabeEngine Member List

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

AnalyticEuropeanMargrabeEngine(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process1, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process2, Real correlation) (defined in AnalyticEuropeanMargrabeEngine)AnalyticEuropeanMargrabeEngine
arguments_ (defined in GenericEngine< MargrabeOption::arguments, MargrabeOption::results >)GenericEngine< MargrabeOption::arguments, MargrabeOption::results >mutableprotected
calculate() const (defined in AnalyticEuropeanMargrabeEngine)AnalyticEuropeanMargrabeEnginevirtual
getArguments() const (defined in GenericEngine< MargrabeOption::arguments, MargrabeOption::results >)GenericEngine< MargrabeOption::arguments, MargrabeOption::results >virtual
getResults() const (defined in GenericEngine< MargrabeOption::arguments, MargrabeOption::results >)GenericEngine< MargrabeOption::arguments, MargrabeOption::results >virtual
notifyObservers()Observable
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
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
reset() (defined in GenericEngine< MargrabeOption::arguments, MargrabeOption::results >)GenericEngine< MargrabeOption::arguments, MargrabeOption::results >virtual
results_ (defined in GenericEngine< MargrabeOption::arguments, MargrabeOption::results >)GenericEngine< MargrabeOption::arguments, MargrabeOption::results >mutableprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< MargrabeOption::arguments, MargrabeOption::results >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual