Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
DiscretizedDermanKaniBarrierOption Member List

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

adjustBarrier(Array &optvalues, const Array &grid)DiscretizedDermanKaniBarrierOptionprivate
adjustValues()DiscretizedAsset
CouponAdjustment enum nameDiscretizedAssetprotected
DiscretizedAsset()DiscretizedAsset
DiscretizedDermanKaniBarrierOption(const BarrierOption::arguments &, const StochasticProcess &process, const TimeGrid &grid=TimeGrid())DiscretizedDermanKaniBarrierOption
initialize(const ext::shared_ptr< Lattice > &, Time t)DiscretizedAsset
isOnTime(Time t) constDiscretizedAssetprotected
latestPostAdjustment_DiscretizedAssetprotected
latestPreAdjustment_DiscretizedAssetprotected
mandatoryTimes() const overrideDiscretizedDermanKaniBarrierOptionvirtual
method() constDiscretizedAsset
method_DiscretizedAssetprivate
partialRollback(Time to)DiscretizedAsset
postAdjustValues()DiscretizedAsset
postAdjustValuesImpl() overrideDiscretizedDermanKaniBarrierOptionprotectedvirtual
preAdjustValues()DiscretizedAsset
preAdjustValuesImpl()DiscretizedAssetprotectedvirtual
presentValue()DiscretizedAsset
reset(Size size) overrideDiscretizedDermanKaniBarrierOptionvirtual
rollback(Time to)DiscretizedAsset
time() constDiscretizedAsset
time()DiscretizedAsset
time_DiscretizedAssetprotected
unenhanced_DiscretizedDermanKaniBarrierOptionprivate
values() constDiscretizedAsset
values()DiscretizedAsset
values_DiscretizedAssetprotected
~DiscretizedAsset()=defaultDiscretizedAssetvirtual