arguments_ | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | mutableprotected |
Brent enum value | QdPlusAmericanEngine | |
buildInSolver(const QdPlusBoundaryEvaluator &eval, Solver solver, Real S, Real strike, Size maxIter, Real guess=Null< Real >()) const | QdPlusAmericanEngine | private |
calculate() const override | QdPutCallParityEngine | virtual |
calculatePut(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const override | QdPlusAmericanEngine | protectedvirtual |
calculatePutWithEdgeCases(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const | QdPutCallParityEngine | private |
deepUpdate() | Observer | virtual |
eps_ | QdPlusAmericanEngine | private |
getArguments() const override | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | virtual |
getPutExerciseBoundary(Real S, Real K, Rate r, Rate q, Volatility vol, Time T) const | QdPlusAmericanEngine | |
getResults() const override | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | virtual |
Halley enum value | QdPlusAmericanEngine | |
interpolationPoints_ | QdPlusAmericanEngine | private |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
maxIter_ | QdPlusAmericanEngine | private |
Newton enum value | QdPlusAmericanEngine | |
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_ | QdPutCallParityEngine | protected |
putExerciseBoundaryAtTau(Real S, Real K, Rate r, Rate q, Volatility vol, Time T, Time tau) const | QdPlusAmericanEngine | |
QdPlusAmericanEngine(ext::shared_ptr< GeneralizedBlackScholesProcess >, Size interpolationPoints=8, SolverType solverType=Halley, Real eps=1e-6, Size maxIter=Null< Size >()) | QdPlusAmericanEngine | explicit |
QdPutCallParityEngine(ext::shared_ptr< GeneralizedBlackScholesProcess > process) | QdPutCallParityEngine | explicit |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
reset() override | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | virtual |
results_ | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | mutableprotected |
Ridder enum value | QdPlusAmericanEngine | |
QuantLib::set_type typedef | Observable | private |
SolverType enum name | QdPlusAmericanEngine | |
solverType_ | QdPlusAmericanEngine | private |
SuperHalley enum value | QdPlusAmericanEngine | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | GenericEngine< OneAssetOption::arguments, OneAssetOption::results > | virtual |
xMax(Real K, Rate r, Rate q) | QdPlusAmericanEngine | static |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |
~PricingEngine() override=default | PricingEngine | |