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

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

AnalyticCompoundOptionEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process)AnalyticCompoundOptionEngineexplicit
arguments_GenericEngine< CompoundOption::arguments, CompoundOption::results >mutableprotected
calculate() const overrideAnalyticCompoundOptionEnginevirtual
deepUpdate()Observervirtual
dividendDiscountDaughter() constAnalyticCompoundOptionEngineprivate
dividendDiscountMother() constAnalyticCompoundOptionEngineprivate
dividendDiscountMotherDaughter() constAnalyticCompoundOptionEngineprivate
dividendRateDaughter() constAnalyticCompoundOptionEngineprivate
dMinus() constAnalyticCompoundOptionEngineprivate
dMinusTau12() constAnalyticCompoundOptionEngineprivate
dPlus() constAnalyticCompoundOptionEngineprivate
dPlusTau12(Real S) constAnalyticCompoundOptionEngineprivate
e(Real X) constAnalyticCompoundOptionEngineprivate
getArguments() const overrideGenericEngine< CompoundOption::arguments, CompoundOption::results >virtual
getResults() const overrideGenericEngine< CompoundOption::arguments, CompoundOption::results >virtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
maturityDaughter() constAnalyticCompoundOptionEngineprivate
maturityMother() constAnalyticCompoundOptionEngineprivate
N_AnalyticCompoundOptionEngineprivate
n_AnalyticCompoundOptionEngineprivate
notifyObservers()Observable
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
payoffDaughter() constAnalyticCompoundOptionEngineprivate
payoffMother() constAnalyticCompoundOptionEngineprivate
process_AnalyticCompoundOptionEngineprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() overrideGenericEngine< CompoundOption::arguments, CompoundOption::results >virtual
residualTimeDaughter() constAnalyticCompoundOptionEngineprivate
residualTimeMother() constAnalyticCompoundOptionEngineprivate
residualTimeMotherDaughter() constAnalyticCompoundOptionEngineprivate
results_GenericEngine< CompoundOption::arguments, CompoundOption::results >mutableprotected
riskFreeDiscountDaughter() constAnalyticCompoundOptionEngineprivate
riskFreeDiscountMother() constAnalyticCompoundOptionEngineprivate
riskFreeDiscountMotherDaughter() constAnalyticCompoundOptionEngineprivate
riskFreeRateDaughter() constAnalyticCompoundOptionEngineprivate
QuantLib::set_type typedefObservableprivate
spot() constAnalyticCompoundOptionEngineprivate
stdDeviationDaughter() constAnalyticCompoundOptionEngineprivate
stdDeviationMother() constAnalyticCompoundOptionEngineprivate
strikeDaughter() constAnalyticCompoundOptionEngineprivate
strikeMother() constAnalyticCompoundOptionEngineprivate
transformX(Real X) constAnalyticCompoundOptionEngineprivate
typeDaughter() constAnalyticCompoundOptionEngineprivate
typeMother() constAnalyticCompoundOptionEngineprivate
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideGenericEngine< CompoundOption::arguments, CompoundOption::results >virtual
volatilityDaughter() constAnalyticCompoundOptionEngineprivate
volatilityMother() constAnalyticCompoundOptionEngineprivate
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~PricingEngine() override=defaultPricingEngine
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