QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
VarianceGammaEngine
VarianceGammaEngine Member List
This is the complete list of members for
VarianceGammaEngine
, including all inherited members.
absErr_
VarianceGammaEngine
private
arguments_
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
mutable
protected
calculate
() const override
VarianceGammaEngine
virtual
deepUpdate
()
Observer
virtual
getArguments
() const override
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
virtual
getResults
() const override
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
virtual
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
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
process_
VarianceGammaEngine
private
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
reset
() override
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
virtual
results_
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
mutable
protected
QuantLib::set_type
typedef
Observable
private
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
GenericEngine< OneAssetOption::arguments, OneAssetOption::results >
virtual
VarianceGammaEngine
(ext::shared_ptr< VarianceGammaProcess >, Real absoluteError=1e-5)
VarianceGammaEngine
explicit
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
~PricingEngine
() override=default
PricingEngine
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