QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
FdmBatesSolver
FdmBatesSolver Member List
This is the complete list of members for
FdmBatesSolver
, including all inherited members.
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
calculate
() const
LazyObject
protected
virtual
calculated_
LazyObject
mutable
protected
deepUpdate
()
Observer
virtual
deltaAt
(Real s, Real v) const
FdmBatesSolver
FdmBatesSolver
(Handle< BatesProcess > process, FdmSolverDesc solverDesc, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Hundsdorfer(), Size integroIntegrationOrder=12, Handle< FdmQuantoHelper > quantoHelper=Handle< FdmQuantoHelper >())
FdmBatesSolver
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
gammaAt
(Real s, Real v) const
FdmBatesSolver
integroIntegrationOrder_
FdmBatesSolver
private
isCalculated
() const
LazyObject
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
notifyObservers
()
Observable
Observable
()
Observable
Observable
(const Observable &)
Observable
Observable
(Observable &&)=delete
Observable
observables_
Observer
private
Observer
()=default
Observer
QuantLib::Observer::Observer
(const Observer &)
Observer
observers_
Observable
private
QuantLib::operator=
(const Observable &)
Observable
QuantLib::operator=
(Observable &&)=delete
Observable
QuantLib::Observer::operator=
(const Observer &)
Observer
performCalculations
() const override
FdmBatesSolver
protected
virtual
process_
FdmBatesSolver
private
quantoHelper_
FdmBatesSolver
private
recalculate
()
LazyObject
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
schemeDesc_
FdmBatesSolver
private
QuantLib::set_type
typedef
Observable
private
solver_
FdmBatesSolver
mutable
private
solverDesc_
FdmBatesSolver
private
thetaAt
(Real s, Real v) const
FdmBatesSolver
unfreeze
()
LazyObject
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
LazyObject
virtual
updating_
LazyObject
private
valueAt
(Real s, Real v) const
FdmBatesSolver
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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