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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for CompoundOption, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| Call enum value (defined in Option) | Option | |
| CompoundOption(const ext::shared_ptr< StrikedTypePayoff > &motherPayoff, const ext::shared_ptr< Exercise > &motherExercise, ext::shared_ptr< StrikedTypePayoff > daughterPayoff, ext::shared_ptr< Exercise > daughterExercise) | CompoundOption | |
| deepUpdate() | Observer | virtual |
| delta() const (defined in OneAssetOption) | OneAssetOption | |
| delta_ (defined in OneAssetOption) | OneAssetOption | mutableprotected |
| deltaForward() const (defined in OneAssetOption) | OneAssetOption | |
| deltaForward_ (defined in OneAssetOption) | OneAssetOption | protected |
| dividendRho() const (defined in OneAssetOption) | OneAssetOption | |
| dividendRho_ (defined in OneAssetOption) | OneAssetOption | protected |
| elasticity() const (defined in OneAssetOption) | OneAssetOption | |
| elasticity_ (defined in OneAssetOption) | OneAssetOption | protected |
| engine_ (defined in Instrument) | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | protected |
| exercise() const (defined in Option) | Option | |
| exercise_ (defined in Option) | Option | protected |
| fetchResults(const PricingEngine::results *) const override | OneAssetOption | virtual |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| gamma() const (defined in OneAssetOption) | OneAssetOption | |
| gamma_ (defined in OneAssetOption) | OneAssetOption | protected |
| Instrument() (defined in Instrument) | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | OneAssetOption | virtual |
| iterator typedef (defined in Observer) | Observer | |
| itmCashProbability() const (defined in OneAssetOption) | OneAssetOption | |
| itmCashProbability_ (defined in OneAssetOption) | OneAssetOption | protected |
| LazyObject() (defined in LazyObject) | LazyObject | |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ (defined in Instrument) | Instrument | mutableprotected |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| OneAssetOption(const ext::shared_ptr< Payoff > &, const ext::shared_ptr< Exercise > &) (defined in OneAssetOption) | OneAssetOption | |
| operator<<(std::ostream &, Option::Type) (defined in Option) | Option | related |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| Option(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< Exercise > exercise) (defined in Option) | Option | |
| payoff() const (defined in Option) | Option | |
| payoff_ (defined in Option) | Option | protected |
| performCalculations() const override | Instrument | protectedvirtual |
| Put enum value (defined in Option) | Option | |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| rho() const (defined in OneAssetOption) | OneAssetOption | |
| rho_ (defined in OneAssetOption) | OneAssetOption | protected |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *) const override | CompoundOption | virtual |
| setupExpired() const override | OneAssetOption | protectedvirtual |
| strikeSensitivity() const (defined in OneAssetOption) | OneAssetOption | |
| strikeSensitivity_ (defined in OneAssetOption) | OneAssetOption | protected |
| theta() const (defined in OneAssetOption) | OneAssetOption | |
| theta_ (defined in OneAssetOption) | OneAssetOption | protected |
| thetaPerDay() const (defined in OneAssetOption) | OneAssetOption | |
| thetaPerDay_ (defined in OneAssetOption) | OneAssetOption | protected |
| Type enum name (defined in Option) | Option | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| valuationDate() const | Instrument | |
| valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
| vega() const (defined in OneAssetOption) | OneAssetOption | |
| vega_ (defined in OneAssetOption) | OneAssetOption | protected |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |