QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for AmericanPayoffAtExpiry, including all inherited members.
AmericanPayoffAtExpiry(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const ext::shared_ptr< StrikedTypePayoff > &payoff, bool knock_in=true) | AmericanPayoffAtExpiry | |
cum_d1_ | AmericanPayoffAtExpiry | private |
cum_d2_ | AmericanPayoffAtExpiry | private |
D1_ | AmericanPayoffAtExpiry | private |
D2_ | AmericanPayoffAtExpiry | private |
discount_ | AmericanPayoffAtExpiry | private |
dividendDiscount_ | AmericanPayoffAtExpiry | private |
forward_ | AmericanPayoffAtExpiry | private |
inTheMoney_ | AmericanPayoffAtExpiry | private |
K_ | AmericanPayoffAtExpiry | private |
knock_in_ | AmericanPayoffAtExpiry | private |
log_H_S_ | AmericanPayoffAtExpiry | private |
mu_ | AmericanPayoffAtExpiry | private |
n_d1_ | AmericanPayoffAtExpiry | private |
n_d2_ | AmericanPayoffAtExpiry | private |
spot_ | AmericanPayoffAtExpiry | private |
stdDev_ | AmericanPayoffAtExpiry | private |
strike_ | AmericanPayoffAtExpiry | private |
value() const | AmericanPayoffAtExpiry | |
variance_ | AmericanPayoffAtExpiry | private |
X_ | AmericanPayoffAtExpiry | private |
Y_ | AmericanPayoffAtExpiry | private |