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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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FdmSimple2dBSSolver Member List

This is the complete list of members for FdmSimple2dBSSolver, including all inherited members.

alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
deepUpdate()Observervirtual
deltaAt(Real s, Real a, Real eps) constFdmSimple2dBSSolver
FdmSimple2dBSSolver(Handle< GeneralizedBlackScholesProcess > process, Real strike, FdmSolverDesc desc, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas())FdmSimple2dBSSolver
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
gammaAt(Real s, Real a, Real eps) constFdmSimple2dBSSolver
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
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
performCalculations() const overrideFdmSimple2dBSSolverprotectedvirtual
process_FdmSimple2dBSSolverprivate
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
schemeDesc_FdmSimple2dBSSolverprivate
QuantLib::set_type typedefObservableprivate
solver_FdmSimple2dBSSolvermutableprivate
solverDesc_FdmSimple2dBSSolverprivate
strike_FdmSimple2dBSSolverprivate
thetaAt(Real s, Real a) constFdmSimple2dBSSolver
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valueAt(Real s, Real a) constFdmSimple2dBSSolver
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual