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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for FdBlackScholesVanillaEngine, including all inherited members.
| arguments_ | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | mutableprotected |
| calculate() const override | FdBlackScholesVanillaEngine | virtual |
| CashDividendModel enum name | FdBlackScholesVanillaEngine | |
| cashDividendModel_ | FdBlackScholesVanillaEngine | private |
| dampingSteps_ | FdBlackScholesVanillaEngine | private |
| deepUpdate() | Observer | virtual |
| dividends_ | FdBlackScholesVanillaEngine | private |
| Escrowed enum value | FdBlackScholesVanillaEngine | |
| explicitDividends_ | FdBlackScholesVanillaEngine | private |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) | FdBlackScholesVanillaEngine | explicit |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, DividendSchedule dividends, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) | FdBlackScholesVanillaEngine | |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, ext::shared_ptr< FdmQuantoHelper > quantoHelper, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) | FdBlackScholesVanillaEngine | |
| FdBlackScholesVanillaEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, DividendSchedule dividends, ext::shared_ptr< FdmQuantoHelper > quantoHelper, Size tGrid=100, Size xGrid=100, Size dampingSteps=0, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Douglas(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), CashDividendModel cashDividendModel=Spot) | FdBlackScholesVanillaEngine | |
| getArguments() const override | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | virtual |
| getResults() const override | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | virtual |
| illegalLocalVolOverwrite_ | FdBlackScholesVanillaEngine | private |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| localVol_ | FdBlackScholesVanillaEngine | private |
| 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_ | FdBlackScholesVanillaEngine | private |
| quantoHelper_ | FdBlackScholesVanillaEngine | private |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| reset() override | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | virtual |
| results_ | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | mutableprotected |
| schemeDesc_ | FdBlackScholesVanillaEngine | private |
| QuantLib::set_type typedef | Observable | private |
| Spot enum value | FdBlackScholesVanillaEngine | |
| tGrid_ | FdBlackScholesVanillaEngine | private |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | GenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > | virtual |
| xGrid_ | FdBlackScholesVanillaEngine | private |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
| ~PricingEngine() override=default | PricingEngine |