BachelierCalculator Member List

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

alpha() const (defined in BachelierCalculator)	BachelierCalculator
alpha_ (defined in BachelierCalculator)	BachelierCalculator	protected
BachelierCalculator(const ext::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) (defined in BachelierCalculator)	BachelierCalculator
BachelierCalculator(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0) (defined in BachelierCalculator)	BachelierCalculator
beta() const (defined in BachelierCalculator)	BachelierCalculator
beta_ (defined in BachelierCalculator)	BachelierCalculator	protected
cum_d_ (defined in BachelierCalculator)	BachelierCalculator	protected
d_ (defined in BachelierCalculator)	BachelierCalculator	protected
DalphaDd_ (defined in BachelierCalculator)	BachelierCalculator	protected
DbetaDd_ (defined in BachelierCalculator)	BachelierCalculator	protected
delta(Real spot) const	BachelierCalculator
deltaForward() const	BachelierCalculator
discount_ (defined in BachelierCalculator)	BachelierCalculator	protected
dividendRho(Time maturity) const	BachelierCalculator
DxDs_ (defined in BachelierCalculator)	BachelierCalculator	protected
DxDstrike_ (defined in BachelierCalculator)	BachelierCalculator	protected
elasticity(Real spot) const	BachelierCalculator
elasticityForward() const	BachelierCalculator
forward_ (defined in BachelierCalculator)	BachelierCalculator	protected
gamma(Real spot) const	BachelierCalculator
gammaForward() const	BachelierCalculator
initialize(const ext::shared_ptr< StrikedTypePayoff > &p) (defined in BachelierCalculator)	BachelierCalculator	protected
itmAssetProbability() const	BachelierCalculator
itmCashProbability() const	BachelierCalculator
n_d_ (defined in BachelierCalculator)	BachelierCalculator	protected
rho(Time maturity) const	BachelierCalculator
stdDev_ (defined in BachelierCalculator)	BachelierCalculator	protected
strike_	BachelierCalculator	protected
strikeGamma() const	BachelierCalculator
strikeSensitivity() const	BachelierCalculator
theta(Real spot, Time maturity) const	BachelierCalculator
thetaPerDay(Real spot, Time maturity) const	BachelierCalculator
value() const (defined in BachelierCalculator)	BachelierCalculator
variance_ (defined in BachelierCalculator)	BachelierCalculator	protected
vega(Time maturity) const	BachelierCalculator
x_ (defined in BachelierCalculator)	BachelierCalculator	protected
~BachelierCalculator()=default (defined in BachelierCalculator)	BachelierCalculator