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

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

arguments_GenericEngine< OneAssetOption::arguments, OneAssetOption::results >mutableprotected
Brent enum valueQdPlusAmericanEngine
buildInSolver(const QdPlusBoundaryEvaluator &eval, Solver solver, Real S, Real strike, Size maxIter, Real guess=Null< Real >()) constQdPlusAmericanEngineprivate
calculate() const overrideQdPutCallParityEnginevirtual
calculatePut(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const overrideQdPlusAmericanEngineprotectedvirtual
calculatePutWithEdgeCases(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) constQdPutCallParityEngineprivate
deepUpdate()Observervirtual
eps_QdPlusAmericanEngineprivate
getArguments() const overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
getPutExerciseBoundary(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) constQdPlusAmericanEngine
getResults() const overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
Halley enum valueQdPlusAmericanEngine
interpolationPoints_QdPlusAmericanEngineprivate
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
maxIter_QdPlusAmericanEngineprivate
Newton enum valueQdPlusAmericanEngine
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
process_QdPutCallParityEngineprotected
putExerciseBoundaryAtTau(Real S, Real K, Rate r, Rate q, Volatility vol, Time T, Time tau) constQdPlusAmericanEngine
QdPlusAmericanEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, Size interpolationPoints=8, SolverType solverType=Halley, Real eps=1e-6, Size maxIter=Null< Size >())QdPlusAmericanEngineexplicit
QdPutCallParityEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process)QdPutCallParityEngineexplicit
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
results_GenericEngine< OneAssetOption::arguments, OneAssetOption::results >mutableprotected
Ridder enum valueQdPlusAmericanEngine
QuantLib::set_type typedefObservableprivate
SolverType enum nameQdPlusAmericanEngine
solverType_QdPlusAmericanEngineprivate
SuperHalley enum valueQdPlusAmericanEngine
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideGenericEngine< OneAssetOption::arguments, OneAssetOption::results >virtual
xMax(Real K, Rate r, Rate q)QdPlusAmericanEnginestatic
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
~PricingEngine() override=defaultPricingEngine