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

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
deepUpdate()Observervirtual
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) const overrideVarianceSwapvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideVarianceSwapvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maturityDate() constVarianceSwap
maturityDate_VarianceSwapprotected
notifyObservers()Observable
notional() constVarianceSwap
notional_VarianceSwapprotected
NPV() constInstrument
NPV_Instrumentmutableprotected
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 overrideInstrumentprotectedvirtual
position() constVarianceSwap
position_VarianceSwapprotected
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const overrideVarianceSwapvirtual
setupExpired() const overrideVarianceSwapprotectedvirtual
startDate() constVarianceSwap
startDate_VarianceSwapprotected
strike() constVarianceSwap
strike_VarianceSwapprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
variance() constVarianceSwap
variance_VarianceSwapmutableprotected
VarianceSwap(Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate)VarianceSwap
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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