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Fully annotated reference manual - version 1.8.12
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BlackMultiLegOptionEngineBase Member List

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

additionalResults_BlackMultiLegOptionEngineBasemutableprotected
BlackMultiLegOptionEngineBase(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &volatility)BlackMultiLegOptionEngineBase
calculate() constBlackMultiLegOptionEngineBaseprotected
currency_BlackMultiLegOptionEngineBasemutableprotected
discountCurve_BlackMultiLegOptionEngineBaseprotected
exercise_BlackMultiLegOptionEngineBasemutableprotected
instrumentIsHandled(const MultiLegOption &m, std::vector< std::string > &messages)BlackMultiLegOptionEngineBasestatic
instrumentIsHandled(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const QuantLib::ext::shared_ptr< Exercise > &exercise, const Settlement::Type &settlementType, const Settlement::Method &settlementMethod, std::vector< std::string > &messages)BlackMultiLegOptionEngineBaseprotectedstatic
legs_BlackMultiLegOptionEngineBasemutableprotected
npv_BlackMultiLegOptionEngineBasemutableprotected
payer_BlackMultiLegOptionEngineBasemutableprotected
settlementMethod_BlackMultiLegOptionEngineBasemutableprotected
settlementType_BlackMultiLegOptionEngineBasemutableprotected
underlyingNpv_BlackMultiLegOptionEngineBaseprotected
volatility_BlackMultiLegOptionEngineBaseprotected