QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Fdm2dBlackScholesSolver Member List

This is the complete list of members for Fdm2dBlackScholesSolver, including all inherited members.

alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
correlation_Fdm2dBlackScholesSolverprivate
deepUpdate()Observervirtual
deltaXat(Real x, Real y) constFdm2dBlackScholesSolver
deltaYat(Real x, Real y) constFdm2dBlackScholesSolver
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_LazyObjectprotected
gammaXat(Real x, Real y) constFdm2dBlackScholesSolver
gammaXYat(Real x, Real y) constFdm2dBlackScholesSolver
gammaYat(Real x, Real y) constFdm2dBlackScholesSolver
illegalLocalVolOverwrite_Fdm2dBlackScholesSolverprivate
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
localVol_Fdm2dBlackScholesSolverprivate
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
p1_Fdm2dBlackScholesSolverprivate
p2_Fdm2dBlackScholesSolverprivate
performCalculations() const overrideFdm2dBlackScholesSolverprotectedvirtual
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
schemeDesc_Fdm2dBlackScholesSolverprivate
QuantLib::set_type typedefObservableprivate
solver_Fdm2dBlackScholesSolvermutableprivate
solverDesc_Fdm2dBlackScholesSolverprivate
thetaAt(Real x, Real y) constFdm2dBlackScholesSolver
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valueAt(Real x, Real y) constFdm2dBlackScholesSolver
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual