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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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AnalyticHolderExtensibleOptionEngine Member List

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

AnalyticHolderExtensibleOptionEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process)AnalyticHolderExtensibleOptionEngineexplicit
arguments_GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >mutableprotected
bsCalculator(Real spot, Option::Type optionType) constAnalyticHolderExtensibleOptionEngineprivate
calculate() const overrideAnalyticHolderExtensibleOptionEnginevirtual
deepUpdate()Observervirtual
dividendDiscount(Time t) constAnalyticHolderExtensibleOptionEngineprivate
dividendYield() constAnalyticHolderExtensibleOptionEngineprivate
firstExpiryTime() constAnalyticHolderExtensibleOptionEngineprivate
getArguments() const overrideGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >virtual
getResults() const overrideGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >virtual
I1Call() constAnalyticHolderExtensibleOptionEngineprivate
I1Put() constAnalyticHolderExtensibleOptionEngineprivate
I2Call() constAnalyticHolderExtensibleOptionEngineprivate
I2Put() constAnalyticHolderExtensibleOptionEngineprivate
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
M2(Real a, Real b, Real c, Real d, Real rho) constAnalyticHolderExtensibleOptionEngineprivate
N2(Real a, Real b) constAnalyticHolderExtensibleOptionEngineprivate
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_AnalyticHolderExtensibleOptionEngineprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() overrideGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >virtual
results_GenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >mutableprotected
riskFreeDiscount(Time t) constAnalyticHolderExtensibleOptionEngineprivate
riskFreeRate() constAnalyticHolderExtensibleOptionEngineprivate
secondExpiryTime() constAnalyticHolderExtensibleOptionEngineprivate
QuantLib::set_type typedefObservableprivate
strike() constAnalyticHolderExtensibleOptionEngineprivate
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results >virtual
volatility() constAnalyticHolderExtensibleOptionEngineprivate
y1(Option::Type) constAnalyticHolderExtensibleOptionEngineprivate
y2(Option::Type) constAnalyticHolderExtensibleOptionEngineprivate
z1() constAnalyticHolderExtensibleOptionEngineprivate
z2() constAnalyticHolderExtensibleOptionEngineprivate
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~PricingEngine() override=defaultPricingEngine