alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const | LazyObject | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
correlation_ | Fdm2dBlackScholesSolver | private |
deepUpdate() | Observer | virtual |
deltaXat(Real x, Real y) const | Fdm2dBlackScholesSolver | |
deltaYat(Real x, Real y) const | Fdm2dBlackScholesSolver | |
Fdm2dBlackScholesSolver(Handle< GeneralizedBlackScholesProcess > p1, Handle< GeneralizedBlackScholesProcess > p2, Real correlation, FdmSolverDesc solverDesc, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Hundsdorfer(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >()) | Fdm2dBlackScholesSolver | |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
gammaXat(Real x, Real y) const | Fdm2dBlackScholesSolver | |
gammaXYat(Real x, Real y) const | Fdm2dBlackScholesSolver | |
gammaYat(Real x, Real y) const | Fdm2dBlackScholesSolver | |
illegalLocalVolOverwrite_ | Fdm2dBlackScholesSolver | private |
isCalculated() const | LazyObject | |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
localVol_ | Fdm2dBlackScholesSolver | private |
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 | |
p1_ | Fdm2dBlackScholesSolver | private |
p2_ | Fdm2dBlackScholesSolver | private |
performCalculations() const override | Fdm2dBlackScholesSolver | protectedvirtual |
recalculate() | LazyObject | |
registerObserver(Observer *) | Observable | private |
registerWith(const ext::shared_ptr< Observable > &) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
schemeDesc_ | Fdm2dBlackScholesSolver | private |
QuantLib::set_type typedef | Observable | private |
solver_ | Fdm2dBlackScholesSolver | mutableprivate |
solverDesc_ | Fdm2dBlackScholesSolver | private |
thetaAt(Real x, Real y) const | Fdm2dBlackScholesSolver | |
unfreeze() | LazyObject | |
unregisterObserver(Observer *) | Observable | private |
unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
unregisterWithAll() | Observer | |
update() override | LazyObject | virtual |
updating_ | LazyObject | private |
valueAt(Real x, Real y) const | Fdm2dBlackScholesSolver | |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |