ContinuousAveragingAsianOption Member List

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

additionalResults() const	Instrument
additionalResults_	Instrument	mutableprotected
alwaysForward_	LazyObject	protected
alwaysForwardNotifications()	LazyObject
averageType_	ContinuousAveragingAsianOption	protected
calculate() const override	Instrument	protectedvirtual
calculated_	LazyObject	mutableprotected
Call enum value	Option
ContinuousAveragingAsianOption(Average::Type averageType, const ext::shared_ptr< StrikedTypePayoff > &payoff, const ext::shared_ptr< Exercise > &exercise)	ContinuousAveragingAsianOption
deepUpdate()	Observer	virtual
delta() const	OneAssetOption
delta_	OneAssetOption	mutableprotected
deltaForward() const	OneAssetOption
deltaForward_	OneAssetOption	protected
dividendRho() const	OneAssetOption
dividendRho_	OneAssetOption	protected
elasticity() const	OneAssetOption
elasticity_	OneAssetOption	protected
engine_	Instrument	protected
errorEstimate() const	Instrument
errorEstimate_	Instrument	protected
exercise() const	Option
exercise_	Option	protected
fetchResults(const PricingEngine::results *) const override	OneAssetOption	virtual
forwardFirstNotificationOnly()	LazyObject
freeze()	LazyObject
frozen_	LazyObject	protected
gamma() const	OneAssetOption
gamma_	OneAssetOption	protected
Instrument()	Instrument
isCalculated() const	LazyObject
isExpired() const override	OneAssetOption	virtual
QuantLib::iterator typedef	Observable	private
QuantLib::Observer::iterator typedef	Observer
itmCashProbability() const	OneAssetOption
itmCashProbability_	OneAssetOption	protected
LazyObject()	LazyObject
notifyObservers()	Observable
NPV() const	Instrument
NPV_	Instrument	mutableprotected
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
OneAssetOption(const ext::shared_ptr< Payoff > &, const ext::shared_ptr< Exercise > &)	OneAssetOption
operator<<(std::ostream &, Option::Type)	Option	related
QuantLib::operator=(const Observable &)	Observable
QuantLib::operator=(Observable &&)=delete	Observable
QuantLib::Observer::operator=(const Observer &)	Observer
Option(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< Exercise > exercise)	Option
payoff() const	Option
payoff_	Option	protected
performCalculations() const override	Instrument	protectedvirtual
Put enum value	Option
recalculate()	LazyObject
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
result(const std::string &tag) const	Instrument
rho() const	OneAssetOption
rho_	OneAssetOption	protected
QuantLib::set_type typedef	Observable	private
setPricingEngine(const ext::shared_ptr< PricingEngine > &)	Instrument
setupArguments(PricingEngine::arguments *) const override	ContinuousAveragingAsianOption	virtual
setupExpired() const override	OneAssetOption	protectedvirtual
strikeSensitivity() const	OneAssetOption
strikeSensitivity_	OneAssetOption	protected
theta() const	OneAssetOption
theta_	OneAssetOption	protected
thetaPerDay() const	OneAssetOption
thetaPerDay_	OneAssetOption	protected
Type enum name	Option
unfreeze()	LazyObject
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	LazyObject	virtual
updating_	LazyObject	private
valuationDate() const	Instrument
valuationDate_	Instrument	mutableprotected
vega() const	OneAssetOption
vega_	OneAssetOption	protected
~LazyObject() override=default	LazyObject
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual