QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
OneAssetOption Member List

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
Call enum valueOption
deepUpdate()Observervirtual
delta() constOneAssetOption
delta_OneAssetOptionmutableprotected
deltaForward() constOneAssetOption
deltaForward_OneAssetOptionprotected
dividendRho() constOneAssetOption
dividendRho_OneAssetOptionprotected
elasticity() constOneAssetOption
elasticity_OneAssetOptionprotected
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
exercise() constOption
exercise_Optionprotected
fetchResults(const PricingEngine::results *) const overrideOneAssetOptionvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
gamma() constOneAssetOption
gamma_OneAssetOptionprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideOneAssetOptionvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
itmCashProbability() constOneAssetOption
itmCashProbability_OneAssetOptionprotected
LazyObject()LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
OneAssetOption(const ext::shared_ptr< Payoff > &, const ext::shared_ptr< Exercise > &)OneAssetOption
operator<<(std::ostream &, Option::Type)Optionrelated
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
Option(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< Exercise > exercise)Option
payoff() constOption
payoff_Optionprotected
performCalculations() const overrideInstrumentprotectedvirtual
Put enum valueOption
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
rho() constOneAssetOption
rho_OneAssetOptionprotected
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideOptionvirtual
setupExpired() const overrideOneAssetOptionprotectedvirtual
strikeSensitivity() constOneAssetOption
strikeSensitivity_OneAssetOptionprotected
theta() constOneAssetOption
theta_OneAssetOptionprotected
thetaPerDay() constOneAssetOption
thetaPerDay_OneAssetOptionprotected
Type enum nameOption
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
vega() constOneAssetOption
vega_OneAssetOptionprotected
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
Generated by Doxygen 1.9.5