additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
Call enum value | Option | |
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 |
impliedVolatility(Real price, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | VanillaOption | |
impliedVolatility(Real price, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, const DividendSchedule ÷nds, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | VanillaOption | |
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 | Option | 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 |
VanillaOption(const ext::shared_ptr< StrikedTypePayoff > &, const ext::shared_ptr< Exercise > &) | VanillaOption | |
vega() const | OneAssetOption | |
vega_ | OneAssetOption | protected |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |