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

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

adaptVanDelta_VannaVolgaBarrierEngineprivate
arguments_GenericEngine< BarrierOption::arguments, BarrierOption::results >mutableprotected
atmVol_VannaVolgaBarrierEngineprivate
bsPriceWithSmile_VannaVolgaBarrierEngineprivate
calculate() const overrideVannaVolgaBarrierEnginevirtual
deepUpdate()Observervirtual
domesticTS_VannaVolgaBarrierEngineprivate
foreignTS_VannaVolgaBarrierEngineprivate
getArguments() const overrideGenericEngine< BarrierOption::arguments, BarrierOption::results >virtual
getResults() const overrideGenericEngine< BarrierOption::arguments, BarrierOption::results >virtual
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
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() overrideGenericEngine< BarrierOption::arguments, BarrierOption::results >virtual
results_GenericEngine< BarrierOption::arguments, BarrierOption::results >mutableprotected
QuantLib::set_type typedefObservableprivate
spotFX_VannaVolgaBarrierEngineprivate
T_VannaVolgaBarrierEngineprivate
triggered(Real underlying) constBarrierOption::engineprotected
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideGenericEngine< BarrierOption::arguments, BarrierOption::results >virtual
VannaVolgaBarrierEngine(Handle< DeltaVolQuote > atmVol, Handle< DeltaVolQuote > vol25Put, Handle< DeltaVolQuote > vol25Call, Handle< Quote > spotFX, Handle< YieldTermStructure > domesticTS, Handle< YieldTermStructure > foreignTS, bool adaptVanDelta=false, Real bsPriceWithSmile=0.0)VannaVolgaBarrierEngine
vol25Call_VannaVolgaBarrierEngineprivate
vol25Put_VannaVolgaBarrierEngineprivate
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~PricingEngine() override=defaultPricingEngine