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

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

accurateScheme()QdFpAmericanEnginestatic
arguments_GenericEngine< OneAssetOption::arguments, OneAssetOption::results >mutableprotected
Auto enum valueQdFpAmericanEngine
calculate() const overrideQdPutCallParityEnginevirtual
calculatePut(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const overrideQdFpAmericanEngineprotectedvirtual
calculatePutWithEdgeCases(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) constQdPutCallParityEngineprivate
deepUpdate()Observervirtual
fastScheme()QdFpAmericanEnginestatic
FixedPointEquation enum nameQdFpAmericanEngine
FP_A enum valueQdFpAmericanEngine
FP_B enum valueQdFpAmericanEngine
fpEquation_QdFpAmericanEngineprivate
getArguments() const overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
getResults() const overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
highPrecisionScheme()QdFpAmericanEnginestatic
iterationScheme_QdFpAmericanEngineprivate
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
process_QdPutCallParityEngineprotected
QdFpAmericanEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > bsProcess, ext::shared_ptr< QdFpIterationScheme > iterationScheme=accurateScheme(), FixedPointEquation fpEquation=Auto)QdFpAmericanEngineexplicit
QdPutCallParityEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process)QdPutCallParityEngineexplicit
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
results_GenericEngine< OneAssetOption::arguments, OneAssetOption::results >mutableprotected
QuantLib::set_type typedefObservableprivate
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~PricingEngine() override=defaultPricingEngine