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

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

adjustValues()DiscretizedAsset
applyExerciseCondition() (defined in DiscretizedOption)DiscretizedOptionprotected
DiscretizedAsset() (defined in DiscretizedAsset)DiscretizedAsset
DiscretizedOption(const boost::shared_ptr< DiscretizedAsset > &underlying, Exercise::Type exerciseType, const std::vector< Time > &exerciseTimes) (defined in DiscretizedOption)DiscretizedOption
exerciseTimes_ (defined in DiscretizedOption)DiscretizedOptionprotected
exerciseType_ (defined in DiscretizedOption)DiscretizedOptionprotected
initialize(const boost::shared_ptr< Lattice > &, Time t) (defined in DiscretizedAsset)DiscretizedAsset
isOnTime(Time t) const DiscretizedAssetprotected
latestPostAdjustment_ (defined in DiscretizedAsset)DiscretizedAssetprotected
latestPreAdjustment_ (defined in DiscretizedAsset)DiscretizedAssetprotected
mandatoryTimes() const DiscretizedOptionvirtual
method() const (defined in DiscretizedAsset)DiscretizedAsset
partialRollback(Time to) (defined in DiscretizedAsset)DiscretizedAsset
postAdjustValues()DiscretizedAsset
postAdjustValuesImpl()DiscretizedOptionprotectedvirtual
preAdjustValues()DiscretizedAsset
preAdjustValuesImpl()DiscretizedAssetprotectedvirtual
presentValue() (defined in DiscretizedAsset)DiscretizedAsset
reset(Size size)DiscretizedOptionvirtual
rollback(Time to) (defined in DiscretizedAsset)DiscretizedAsset
time() const (defined in DiscretizedAsset)DiscretizedAsset
time() (defined in DiscretizedAsset)DiscretizedAsset
time_ (defined in DiscretizedAsset)DiscretizedAssetprotected
underlying_ (defined in DiscretizedOption)DiscretizedOptionprotected
values() const (defined in DiscretizedAsset)DiscretizedAsset
values() (defined in DiscretizedAsset)DiscretizedAsset
values_ (defined in DiscretizedAsset)DiscretizedAssetprotected
~DiscretizedAsset() (defined in DiscretizedAsset)DiscretizedAssetvirtual